There are two ways to add audio files to the site. The Audio Libraries module will allow you to quickly upload multiple files at once. It can be used for things like sermon/shiur recordings, or B'nei Mitzvah practice audio.
Here is the info on adding audio files one at a time, to individual pages:
Admins can insert audio files into any web page content block, which will allow members and visitors to list to audio files directly on your web pages.
To insert MP3 files, click "Start Editing" on any CMS page, and then click "Edit Section" to access the CKEditor. There is an Audio upload button next to the Image button that will allow you to upload and insert an MP3 file:
You can browse for an already uploaded MP3 file, or you can upload a new file and then insert it.
Once a file has been inserted, an HTML5 audio player will drop into the content and your members and visitors can listen to audio files directly on your web pages as well as adjust the volume or download the file directly to their own computers.