A family of Microsoft word processing software products for creating web, email, and print documents.
What steps are you taking? I seem to be able to insert audio files (.wav) into comments.
Insert > Object is for inserting Excel and PowerPoint documents into the body of a Word document, not for inserting audio into comments.
Here's what I did:
In the text of the document where I wanted a comment, I used Insert > Field > Comments and typed the text of the comment with quotation marks into the dialog. Then I clicked OK to close the dialog and insert the Word Field into the document, which then displayed the text of the comment.
Then, I right-clicked on the comment text and choose New Comment from the menu, which positioned a comment box to the right of my document body,
Lastly, with the input cursor blinking in the comment box, from the Insert menu I chose Audio > Audio from File and selected a .wav file.