I am totally new to using a format like this but would like to add audio content to my content.  I don't understand how or where to create this.  Can anyone help?

You can add an audio narration to any screen.  Audio narration can be added at the bottom of the workspace for each screen under the heading 'add narration if required'.  If you click on the 'add' button, a pop-up will appear for you to upload your audio.