The MCQ page type is only a single question so the easiest way to add audio would be to use the narration option and then just upload your audio via that option. However if you're prepared to add a bit of code via source view you can add audio anywhere. e.g.
1. upload the audio via the narration option to get the mp3 on the project folder.
2. Delete the narration option - it won't delete the file from the media folder.
3. In the Instruction text box switch to source view and add a div to hold the player and then script to add the player e.g.
<div id="audioHolder1"></div>
<script>$("#audioHolder1").mediaPlayer({type: "audio",width:"200px",source: FileLocation+ '/media/youraudiofile.mp3'});</script>
HTH
Ron