Adding audio can be fairly straightforward, but where and how complex it is can depend on a number of factors and personal tastes. Here's an example of how to add audio to a Pygame framework:

import pygame
from pygame import mixer
import sys

def Example():
#initialize pygame
    pygame.init()
#initialize sound mixer
    mixer.init()
#create display
    window = pygame.display.set_mode([640,480])
#load sound
    sound = mixer.Sound('tone5.wav')

#main update loop
    while True:
        for event in pygame.event.get():
            if event.type == pygame.KEYDOWN:
            #if space is pressed, play sound
                if event.key == pygame.K_SPACE:
                    sound.play()
            #if escape is pressed, quit
                if event.key == pygame.K_ESCAPE:
                    pygame.quit()
                    sys.exit(0)

    #update window
        pygame.display.update()

Example()

Keep in mind that Pygame and Pyglet typically only handle basic audio, if you want advanced audio like HRTF, EFX, or 3D positional audio you'll need to use a library like OpenAL, such as with my examples. I have provide other examples for Pyglet, or another Pygame example using OpenAL, if you prefer.