When you put the audio in, you just need to click the "Object Visibility" button at the top on the ribbon bar and click "show on all" to tell the audio to play on all pages of the cue.
To get back to it to do that afterwards, or to select the audio to work with it in general, just hit the speaker icon to the bottom right of the inline editor screen. (So you can click the speaker to select the audio, the click the Object Visibility and do show on all.)
Alternatively just so you know-- if you drag the audio in from your computer and drop it on top of the cue (the whole song) on the left, then it will automatically put it on all the pages for you.