Search engines won't reliably follow links embedded in Flash.
Edit: deleted middle section about Flash navigation -- the menu is not done in Flash.
Edit: To learn about how to do
SEO on that site I recommend getting some books on
SEO and reading them. You can apply the basics to that site -- like unique <title> elements on every page. Adding <h1> headers, etc.
Also, they should remove the audio. Audio that starts playing when a page loads is very annoying to many visitors. It interferes with music that might be playing on the visitor's computer. It's also very annoying when you open up several links in tabs and one of the tabs starts playing music but you can't figure out which one it is.