Start out in the Audio workspace by selecting Audio at the top of the screen or choosing Window > Workspaces > Audio. Choose Window > Media Browser to reveal the Media Browser panel.
Within the Media Browser, navigate to your audio file, right-click (Windows) or Control-click (macOS) it, and select Import to add it to the Project panel. Make sure the Ingest box is selected if you want to simultaneously copy the audio file to your project folder.
Choose Window > Project to reveal the Project panel. The audio file you just imported will be selected. Double-click it to open it in the Source panel; notice the waveform. You can play the audio file here if you wish to listen to it. Drag the audio clip to the sequence in the Timeline panel. You can drop it on any audio track below the video tracks. Trim the audio clip as you would a video clip.
Press the spacebar to play the sequence in the Program panel (upper right panel). Pressing the spacebar again stops playback. Drag the blue playhead to wherever you want playback to start.
If your audio clip is too loud or too soft compared to the rest of your sequence, you can change the volume of each audio track independently. Choose Window > Audio Track Mixer > [sequence name] to reveal the track mixer for your sequence. The playback controls at the bottom of the Audio Track Mixer panel allow you to play, stop, and even loop sequence playback. As your sequence plays or loops, move the sliders up and down to increase or decrease the volume of each individual audio track in your sequence. Slide the Master control to adjust the overall audio level.
Note: While sliding the controls, try to keep the audio levels in the –6 to –3 dB range to be level with most audio projects.