Update Feb 2023: To quickly add a sound effect that you find on the internet, simply copy its url and paste into embed 'By url'. You can also add sound files on your Google Drive this way.
It will display better though, to use the 'Embed code':
(This will not work for files hosted on Google Drive)
<audio controls src="AUDIO ADDRESS HERE"></audio>
You can get an audio address by right-clicking on a player. Here aer a few useful soundfx that you could use: https://soundfx.primary-apps.com/
1. This method embeds Drive's preview of a sound file. It is quick and easy to do but only works in the desktop site. Those viewing your site on a mobile device will not be able to play the sound.
Share the audio file so that it is public and copy the link address
Add an embed section on your site and paste in the link
Edit the link to change 'view' to 'preview'
Link URL for above audio is: https://drive.google.com/file/d/1UqIyP7ZoEjESgwyi-0lkODnT4jFRIK89/view?usp=sharing
Changing 'view' to 'preview' gives: https://drive.google.com/file/d/1UqIyP7ZoEjESgwyi-0lkODnT4jFRIK89/preview?usp=sharing
2. This method puts a html audio player on your page. To get the file from your Drive you need to copy the id and paste into the code shown below.
<audio controls src="https://drive.google.com/uc?export=preview&id=1nZY7do0Z7ZiypIyRkXf5SM-YX_7CPmqT"></audio>
https://editor.primary-apps.com/googlesites-audio.html
Simply replace the bold id in the above code with the id of your file and paste into an embed section on your site. Remember to make sure that your sound file is shared publicly!
TIP - this method of serving Drive files to be included in websites also works for other file types such as images. E.g.
<img src="https://drive.google.com/uc?export=preview&id=YOUR_FILE_ID_GOES_HERE" />