AFAIK the natural choice for playing sounds in beamer is the multimedia package
But the beamer documentation says it only works with pdflatex:
∙ The sound objects do not work together with dvips and ps2pdf. They only work with pdflatex.
This is a similar question but for videos (I don't know if this changes things here). The author suggests moving to the media9 package but it is designed to work with Adobe Acrobat and Flash Player and I don't want to use it
The answer of this question suggests using a package called movie15_dvipdfmx but a quick search in CTAN found no results for it, which I find weird. I suppose this would require a manual installation of the package?
Are there any easier solutions?