Insert > Media (navigate to the file..) > Open will add a speaker icon to the flipchart page.
This is a hyperlink, and the sound file is not included within the flipchart file - so the sound won't work on a different computer.
To 'bundle' the sound file with the flipchart, use this method:
Create an object to act as the trigger for the action (an image, a shape..)
Select the object > Action Browser > Open Document, File or Sound > Action Properties > click the radio button (3 dots) and navigate to the sound file > Select the file > Apply Changes
The "Insert File" menu offers the option to store the file in the flipchart, as well as some other options.
Let us know how you get on with this.