I want to ask a question with audio. But I want it to either be in the question, or in a link. Can I do this?
The Stackexchange engine does not allow embedded audio, nor does markdown. However, you can record audio using Audacity or another such tool and put it online, in a Google Drive account, or a Dropbox account and give a share link after setting correct permissions.
You may also link to a youtube video, but that would be less preferable. You can also just describe the sound.