Audio is in general not able to play on the web without user interaction, so you'll need to prompt the user to click 'play' and associate that with a 'start audio' action. There are some cases where audio will be able to start 'on scene load' but this is only in direct response to a click or tap on the previous scene. If audio plays immediately after a user has done something, it will likely work. Here's more info on that:
For a guide to capturing a Hype document with sound, check out:
Hype's built in video export does not capture audio but it's a popular request.