You can include audio within your Immerse levels, as long as the audio is in an MP3 format and is hosted online.
Inserting your MP3 link
Select the audio widget within the Immerse editor
Paste the URL link of your hosted MP3
Add an analytics label so that you can see how many times this audio file was played in your analytics later. It's a good idea to use a label that will be easily recognisable to you as this audio file.
When completed, press OK and your audio file will be present within the content, ready for your readers to play.