In computer hardware, a 'peripheral' is hardware that is not part of the core functionality of the computer. It can be a subtle concept. For example, the CPU, RAM and internal hard drives are clearly part of the core functionality of a computer, and are not peripherals. On the other hand, a printer, sound card and network card are considered peripherals, because a computer can operate successfully without them.
The term 'audio peripheral' could refer to any peripheral that produces audio, such as speakers or a sound card or sound chip.