Right click to insert the Audio2 obj into your layout.At the bottom right hand corner there's a tab called project ,Go to the files folder and right click on it.Add the music or sound file to that folder.
Events sheet
Go to system , Start of layout , Autoplay resource.The file you inserted into the files folder earlier should be there.Now if the game starts the music should start automatically.For music files use mp3,for Sound files use wav sounds.