You will need to open the page that you are wanting to add the audio to and make sure you are editing the HTML code. (Refer to here on how to edit the html code in sitemaker.)

You can add this code to your site to include the player (replacing [MP3_file] with the correct URL of the MP3 file)

<embed type="application/x-shockwave-flash" wmode="transparent" src="[MP3_file]" height="27" width="320"></embed>
For example the audioUrl=