For plugin support, you really should ask the at the plugin’s specific support forum.
For your situation, you need to know the difference between code and content.
Code that makes up WordPress and plugins and themes is in .php files that are on your server. It looks sort of like English with a lot of punctuation (<?;$()[]:>). WordPress does not let users enter code into their posts and pages, for security reasons, so they came up with shortcodes, which are mostly supplied with plugins. (There are one or two supplied by core WordPress, like [gallery].) These are keywords surrounded by square brackets that are put into posts or widgets and expand into dynamic content, such as your audio clip. You are asking if you should be putting shortcode content into the CSS area. CSS is styling declarations that makes your content look how it looks (colors, margins, width…) and has no actual content.
When you try to put your audio file in your site, first decide where you want to see it.
If it is a single page or post, open that page or post in the editor. Switch to Text mode (top of edit box has Visual or Text). Scroll to where you want the audio, and type or paste it in, just like you did in this forum. Then change the part in quotes to be the actual URL of your file. If you have uploaded it to the Media Library, you can find the URL by looking at it in the library. If it is somewhere else, upload it or get the address. Or you can stay in Visual mode and put your cursor where you want the audio, then click the Add Media button to select the audio to insert.
If you wanted the audio in the sidebar, you will do the same editing thing, but with a Text widget. Or you can use a Media widget to show it, without the shortcode.
