This depends on the client as with most things on Nostr. Some clients will render the audio and display a nice little play button, some will just show a URL link to the audio file. You'd need a place to host the audio file. I don't know of any clients any longer that allow you to directly post an audio note. Nostrgram used to, but that client is dead. 0xchat allows you to send audio messages in your DMs and you can also configure the file server host.