Many website owners doesn’t know that WordPress now already provides you a built in audio player. Yes, you can use it without installing any addon, you can either insert the URL of your audio file (one on a line) and the oEmbed will work itself or you can upload and insert audio file just like any other image file from your media library and the WordPress will add appropriate shortcodes by itself.
Using oEmbed Style For Inserting Audio Player:
By default, WordPress audio player goes completely responsive and hence it auto stretches to full width, it also provides your listener with a volume control on to it.
For extending this default feature you may use the shortcode parameters.
Other Usage Methods & Troubleshoot:
If you have any old post having any audio file attached from the Media Library and you are willing to use new shortcode then use:
If you have URL for an MP3 file from the WordPress Media Library or external Mp3 file then use:
If you have a source URL and also fallbacks for other HTML5-supported filetypes then use:
[audio mp3="source.mp3" ogg="source.ogg" wav="source.wav"]
There are some basic parameters, the audio shortcode provides you. All shortcode parameters are listed on WordPress codex page here.