Audio (and podcast) players on your website
If you want to display an audio player on your website, there are two main ways to do it.
1. Embed the file (hosted somewhere else)
2. Display audio from your media library (hosted on your website itself)
Embedding Audio Files
Most audio hosting platforms offer some kind of embeddable player you can put on your website. Embedded content is published right inside a page or a blog post. For example, the video above is embedded inside this article. You would get your embed code from the service you use to host audio, for example, Soundcloud or Buzzsprout.
Audio File Block or Module
If you're publishing a blog post, there is a block you can use called "audio". This will prompt you to upload your file directly to the media library and then display an audio player.
In the page builder, you can find a module for audio files as well, which displays a player for whichever file you select from your media library.