It’s very easy to embed audio in a page in WordPress. Use the following code in your content pane in the Page Editor:
http://www.REPLACEWITHYOURAUDIOLINK.com. That’s it! This will make your page display a small audio player to your audio of choice; the visitor will then be able to click ‘Play’ and away they go!
Please Note: according to official WordPress documentation, “If your current browser does not support HTML5 audio for your uploaded format, or Flash Player is not installed, a direct download link will be displayed instead of the player.” (source link)