If you have a link to the audio source (MP3 files are the most supported, then WAV, then OGG), you can use the HTML audio tag:
<audio src='https://dl.dropboxusercontent.com/s/tgtpzokjart6y0v/jealous-in-blue.mp3' controls></audio>
I only put the "controls" attribute in there—very useful as otherwise you can't manually play/pause the sound, but there are other useful attributes you could add after "controls", namely "autoplay" and "loop". You can also embed a YouTube player (though sometimes there are restrictions on devices or songs that'll prevent playback):
<iframe width='560' height='315' src='https://www.youtube-nocookie.com/embed/hMZ0Q7Yio8g?rel=0' frameborder='0' allowfullscreen></iframe>
You can paste the HTML right into a page if you have the rich-text editor disabled, or you can use a page script and put the HTML inside this snippet: $PAGETEXT := $PAGETEXT + "HTML GOES HERE" (after changing all double quotes in the HTML to single quotes).
