If you’re not using one of the services listed here: You’ll need to record some audio and upload it to the web. I’d suggest creating an account at archive.org. Upload your file and then click the HTML tab in your Post editor. Use this format to add your audio.
Use the square brackets, the word audio and the link to your file and the square bracket again. Keep in mind your file will have an .mp3 extension in most cases. Below is how it works.