Voice Notes/Audio Messages are currently only supported on the Community Mobile App but not on the Community web dashboard.
To send a voice note, head to the Mobile App to record a voice note straight from a compose window or an individual text thread.
If you already have an audio message or audio file on hand, you can always host the file using a 3rd party service (I.E. Google Drive) and text a link to your members from the Mobile App or from the Web Dashboard.
You can listen to incoming voice notes from your audience on your Community mobile app as well.
Pro Tip: Please make sure your phone is not in silent mode and your audio is turned up to hear both inbound and outbound voice notes on the Community mobile app.