Assuming your audio file is mp3 file, you can try FMOD (http://www.fmod.org/download/ ) for the same purpose.
#include <conio.h>
#include "inc/fmod.h"
FSOUND_SAMPLE* handle;
int main ()
{
// init FMOD sound system
FSOUND_Init (44100, 32, 0);
// load and play mp3
handle=FSOUND_Sample_Load (0,"my.mp3",0, 0, 0);
FSOUND_PlaySound (0,handle);
// wait until the users hits a key to end the app
while (!_kbhit())
{
}
// clean up
FSOUND_Sample_Free (handle);
FSOUND_Close();
}
Credit: http://stackoverflow.com/questions/428884/how-to-play-mp3-files-in-c