In a post or page click ‘Upload/Insert’ below the title and upload the file from your computer (drag and drop into ‘Drop Files Here’ box, or insert it from your media library. You can give the sermon a title. When posted and a person click on the link most browsers will open a media player and play the file.
If you do want an image instead of a text link, switch over html in the post editor and and add a link to the image after the source to the file:
<a href="https://url-to-the-audio-file-is"><img src="https://url-to-image-you-want-to-use" alt="Link to Sermon..."></a>
You can add as many audio files as you want in one page or post.