Sound in 3D when Object Clicked
You can directly assign a sound clip to the object, in its “More (3D)” properties. It will be played directly in the internal 3D viewer.
It needs to be WAV file (PCM encoded) or OGG sound file.
Playing music track
You can also assign a mp3 file name into any object's Link property (with the full path), and when you click the object in 3D, viewer will start playing that mp3. Exactly, it opens the file in the default music player, not inside the viewer.