If you do a web search for "embed an MP3 player" (or some such variant, using quotes to elimate tons of inapplicable garbage), you should find many tech pages offering advice how to do this. In particular, I suggest that your search include some combination of these words or phrases: HTML, "MP3 player", embed (or embedding), Javascript, Flash.

[Javascript is a web scripting language which supports dynamic actions within a loaded web page. Flash is another web scripting language commonly used for drawing graphics or playing animations or sounds as part of a web page.]

When I did this, I found almost immediately a suggestion for how to start a player for MP3s using a one line HTML <embed> directive, but as this tag is deprecated, I don't present it here. However, with a bit more searching, I'm sure you'll find a supported replacement which is equally simple.

Note that if you want users to be able to easily download the sound files as well, you'll probably have to provide a direct link in addition to the scripting you use to embed a player in your page, since embedded players seldom provide the ability to save the clip being played.