It’s not possible to run an audio file in Pickaxe or to upload an audio file into your Pickaxe. However, you can add youtube videos, which are uploaded as audio transcripts.
So if you have a long audio file (like a podcast or interview) that you want to put into a GPT’s knowledge base, I would suggest uploading it to Youtube, then putting that link into the tool. This post explains in more detail how to add a Youtube video into a GPT or chatbot’s knowledge base.