The oldest technique for using audio on the Web is to simply include a link to the file as seen below. This technique allows the client (the one visiting your Web page) to open the media file using whatever software he/she has installed for that purpose. That assumes, however, that the user understands how to configure his/her Web browser to use a given helper application to open the movie. Today, most browsers come with the Flash plugin pre-installed. Other popular plugins include the QuickTime plugin, the RealOne plugin, and the Windows Media Player plugin.
Here is a simple link to an audio files in MP3 format. Please note that I have included the file type and file size in the text of the link as a courtesy to the visitor. The mp3 file will be opened by whatever application is designated for that file type on the visitor's browser.