On the slide you wish to add audio, click on Insert and then click on either Media or Audio
Find the audio/music you wish to apply to the PowerPoint.
You will now have access to a new menu option at the top of you PowerPoint window called Playback
There are options to Play the audio across all slides as well as playing in the background. I would also recommend using the option of “hide during show” as it will hide the speaker icon on the slides.
As you can see from the above image, you can also setup a fade in and fade out.