Click on your name or the person silhouette icon in the upper right corner and click My Media:
Search for or scroll until you find the audio you want to embed.
Click the thumbnail of the audio file you would like to embed. This will take you to the audio files preview page. Please note you can easily show only the audio files in your My Media library by setting the View All Media filter to Audio.
Underneath the player, click the Share button.
Click the Embed tab.
In the Player Skin area select one of the options listed under "Audio Players".
In the Player Size area select the size that works for you.