Facebook walls can automatically embed certain types of links when added to a page. For instance, a direct link to any photo or other image will provide a small thumbnail, while YouTube links can be played from the Facebook page without visiting the video's original website. Direct links to sound files work in the same manner, providing a special audio player which you can listen to right within the post itself.
Locate the sound file you want to share with your friends. It must already be hosted elsewhere on the Internet. For example, find an MP3 posted by your favorite blog or a clip of a voice recording or radio broadcast.
Right-click the direct link to the file itself and click "Copy." Several audio file types are compatible with Facebook's audio player, including MP3 and WAV.
Log in to your Facebook account and start a new post on your wall or the wall of a connected friend, group or page. You must create a new post for the audio player to work. Right-click inside the post box and click "Paste" to insert the link. Click the "Share" button and wait for the item to post. Your sound file should appear as a link with an additional "Play" button for anyone who views the post to hear the entire file.