You can add these files in PowerPoint, not in Word. As a word processing program, Word is designed to deal with written words (and images) but not sounds.
Can not copy a "wav" file to a Word document
When I attempt to copy/paste a .wav audio file (I have the same exact problem with my .mp3 files) of mine into my Word document, I get the following two error messages:
The server application source file or item cannot be found. Make sure the application is properly installed and that it has not been deleted, moved, renamed or blocked by policy
The program used to create the object is Package. That program is either not installed on your computer or is not responding. To edit this object, install Package or ensure that any dialog boxes in Package are closed.
I have no idea what either of those messages mean, let alone what I need to do to get it to work.
I am using Word, associated with Office Home and Student 2016.