As already stated in the note, go to the official FFmpeg homepage and click the Download button
Scroll down a little bit until you see "Get packages & executable files", from there click on the Windows logo, then click "Windows builds from gyan.dev", then look for "ffmpeg-release-essentials.7z" under release builds and download it.
Extract the 7zip archive anywhere, go to the "bin" folder, click on your address bar and type "cmd"
(if you run things directly from archives, stop it)Then type ffmpeg -i , drag and drop the audio file, and then drag and drop it again
The result should look something like this
And then just hit enter and let FFmpeg do the job, after that the audio should play just fine