It requires action script. To make a generic play button, select your first frame, hit F9 to open the actions panel, and type: stop();
Next you will have to create your button. Draw a box and add some text over it that says "play". Select the box and text and use F8 to convert it to a button symbol. Select your button and press F9. Then type in:
On (release){
gotoAndPlay(2);
}
And now you have a button. For a replay button all you would have to do is both of these steps on the last frame of your animation, except instead of the "(2)" on the button script you would replace the "2" with a "1". Because that is the frame number that you're choosing to go to.
