When an audio source is added the audio will automatically play when the level loads.
Open a scene
Add an Audio Source gameobject from GameObject > Audio > Audio Source
Drag the file from your file explorer into your project assets (make sure to use a sensible folder)
Drag the audio clip onto the Audio Source component in the inspector.
You’ve now added audio to a scene.
Adjust the settings as required.
To start playing when the scene loads make sure that Play On Awake is selected.