Please use the Question Tags to state the name and full version number (if it has one) of the Story Format you are using, as answers can vary based on that information.
Are you using one of the (out of date) story formats that came pre-installed with Twine 1.x or have you manually install a (up to date) third-party story format like SugarCube 2.x instead?
I ask because SugarCube comes with built-in audio related macros where as the pre-installed ones will need you to add that functionality manually either directly or via someone else's code.