You add audio by clicking on “Add” (right). This will pop up your finder window (with the files that you have stored on your computer), where you should select the music file that you want to play.
If you selected a music file, the right column will change to look like this:
Audio 1 is the audio file that you imported. Unless you specify differently or add additional audio files, this file will play as background music, no matter where your audience looks.