The sound file is represented on the slide canvas by a speaker icon, but this icon doesn’t appear when you play the slideshow.

You can start and stop sound playback at any time while the slide is showing. When you advance to the next slide, the sound playback automatically stops. To control when the music starts and stops, select the sound file icon, and then set playback options and use the Start Audio and Stop Audio effects in the Build Inspector. For more information, see Adjusting Media Playback Settings and Creating Movie Builds.

When you add media files to your slideshow, make sure that they will be available if you transfer your document to another computer. When saving your document, make sure to select “Copy audio and movies into document” in the Save window after you choose Save or Save As. (If you don’t see the option, click the disclosure triangle next to the field, and then click Advanced Options.)

Also note that some media files are protected under copyright law. Some downloaded music may be played only on the computer where the download occurred. Make sure the computer you are using has permission to play all the media files included in your slideshow.