Adding audio files to the website is unfortunately somewhat more challenging than images. First, you'll have to upload the file to your Google Drive, making sure that the file's general access permissions allow anyone with the link to view the file. I think there's a pretty good chance you already know how to do this, but just in case, here's a step-by-step:
Go to drive.google.com, and make sure you're logged in with the same account you're using here.
On the left, hit the 'New' button, then 'File upload'.
Upload the audio file(s) you'd like to embed in the website.
Go over to the file, and click 'Share' - should look like this:
5. Then, you'll go under 'General Access', and change the permissions so anyone with the link can view. I think the default setting is 'Restricted', so you'll click on that to change it.
6. While you're there, copy the link - we're about to need it.
Now that you have the link, you'll go to the 'Insert' menu on the right, and click 'Embed'. Then, you'll paste the link you copied, and click 'Insert'. That'll give you something that looks like this (warning, the file I uploaded is pretty loud - it's the first audio file I found on my computer. Might want to make sure your volume isn't terribly high):
You can also put a caption over here the same way.
By adding a text box and dragging it (by its blue outline when you hover over it) beside the audio player, you can put a caption of sorts over here. You can also move the audio player around the screen by dragging it to where you'd like it to be.
I don't think you can play the video from the editor, but by going to Preview (looks like a phone screen in front of a computer screen) on the top menu, you can play it from the preview menu. This process to add a video is pretty complicated, but I tried a number of simpler methods that I thought would work, and none of them did.
The audio player chunk up above is pretty big, so if you decide you don't want it taking up that much space, you can click on it to resize. That might give you something that looks like this:
If you make it much smaller than that, it'll stop working - I'm not sure why. You'll be able to tell if it breaks, though, and you can just make it bigger to fix it.
If for whatever reason you'd like to upload videos (I'm not aware of this being a thing you're planning, but just in case), you can upload them the same way. It might look a bit stretched, like this video did when I first uploaded it, but you can click on it to resize however you'd like. You can also move it around the screen by clicking and dragging like you can for most any other element.
With videos (this doesn't work for audio files for some reason), you can upload videos via Insert -> Drive rather than Insert -> Embed, but I didn't find this to be much easier. Both processes give the same result.