How to add the audio player to Shopify
You can view the tutorial here: https://amazingaudioplayer.com/how-to-add-an-audio-player-to-shopify/
The basic idea is, you need to upload the created audio player files to a web hosting, then use an iframe to insert the player to your Shopify webpage.
If you have you own web hosting, you can upload the files to your own web server. Otherwise, you can use the free web hosting provided by DropBox.