I think the best way to do this would be to create a custom Javascript widget to play the sound. Unfortunately I don't think there are any existing widgets in the app store that can do this.
Maybe you could try it with the HTML Snippet widget and the HTML 5 audio tag?
<audio src="beep.mp3" autoplay>
<p>Your browser does not support the audio element </p>
</audio>
Not compatible with all browsers though.