Adding categories for audio files

I am new to WordPress. I have many audio files that I would like to put on my pages. Here is what I was thinking of doing. This is the code I am using currently to maintain my archival files:

<a href='http://www.mcran.com/assets/itsnippets/abategregmyfriendfromrio.mp3' >Abate Greg- My Friend From Rio</a></br>
<a href='http://www.mcran.com/assets/itsnippets/abercrombiejohnpebbles+paramour.mp3' >Abercrombie John- Peebles/ Paramour</a></br>
<a href='http://www.mcran.com/assets/itsnippets/abercrombiejohnabercrombiejohnstray+lisa.mp3' >Abercrombie John- Stray/ Lisa</a></br>
<a href='http://www.mcran.com/assets/itsnippets/adamsgeorgehiseyeisonthesparrow.mp3' >Adams George- His Eye Is On The Sparrow</a></br>
<a href='http://www.mcran.com/assets/itsnippets/adamspepperonthetrail.mp3' >Adams Pepper- On The Trail</a></br>
<a href='http://www.mcran.com/assets/itsnippets/adderleynatruwanda.mp3' >Adderley Nat- Ruwanda</a></br>
<a href='http://www.mcran.com/assets/itsnippets/adderleynatsermonette.mp3' >Adderley Nat- Sermonette</a></br>
<a href='http://www.mcran.com/assets/itsnippets/adderleynatunit7.mp3' >Adderley Nat- Unit 7</a></br>
<a href='http://www.mcran.com/assets/itsnippets/adderleynatunitseven.mp3' >Adderley Nat- Unit 7</a></br>

Can I just paste this code into a category and then have sub categories like:

A-B
C-D
E-F
and so on… that would appear down the side of the page so that visitors would have easy access to the audio files.

Thanks!!!

Randy