I had the very same problem. First, you have to find the file path of the audio file you want to put in your post (my audio file was in my blog’s uploads folder). Second, create a link to text or image in your post. Then, link the text or image to the file path of the audio file you want to play.
The audio file will start playing in the computer user’s default media player when they click on it. I am on a MAC so QuickTime opened.