A family of Microsoft word processing software products for creating web, email, and print documents.
Re-save the Word document containing the embedded object, saving it as a macro-enabled (*.docm) file in a Trusted Location on your computer. Then open the macro editor and double-click the ThisDocument icon in the Project Explorer (on the left) under the Project that has the document's name. In the code window on the right, insert this code:
Private Sub Document_Open()
On Error Resume Next
ActiveDocument.InlineShapes(1).OLEFormat.Activate
End Sub
The number 1 in that code assumes that the embedded audio object is the first inline object in the document; if it isn't the first (or only) object, change the number to the correct value. Save and close the document, and then re-open it.
You'll probably see a prompt asking whether to trust the object, to which you can answer yes and check the box for "don't ask again". The audio file should then play in whatever your default program is for that file type.
I'm not certain how this will work when you give the document to your student -- whether the same prompt will appear. It should help if the document is stored in a Trusted Location on their computer; at least that will suppress the security checking that could prevent the macro from running.
Also, be sure to ask the student whether they use assistive technology such as a screen reader. If they do, then prompts and error messages such as those I mentioned won't necessarily be show-stoppers.