In order to have music files on your site you must upload them to your Google Drive.
Right-click on the file and select "Get shareable link" The link will automatically be copied to your clipboard..
Use the Embed URL button in the Insert menu to insert the URL.
Note: I don't know of any way to make the music start automatically. Besides you probably should not do that. Why?
When viewed on a mobile the viewer will not see the embedded music player, the viewer must click on the music link to get the player.
If you have a folder containing music files you can embed the whole folder as shown at the bottom of this page. To do this click "From Drive" in the Insert menu and select the folder. You can select to show a file list or icons.
On mobile devices the player does not appear until the user taps on the file name.
For a method that works better on mobiles see This Page
You can also store music in OneDrive, get the URL and link to it:
<-- This is file type ogg
<- .wav file
<-- m4a file