Yes Solana/Metaplex nfts do support audio nfts. There's a few bits of tweaking to do in the metadata to make them valid.

You'll need a placeholder image as a form of jpg/png then in the animation metadata you can place the audio file. There is also a category field in the properties object of the off chain metadata that should be populated for some websites such as Magic Eden so they know what type of format the nft is in.

    "properties": {
       "category": "audio"
    }

Here's an example of a audio file nft and all it's metadata that you can use to base yours off if you want.

Audio NFT
https://solscan.io/token/4s9Us1od3F5J2FB9EqHzythaLaacUehEotygDbJKsqTL

If you wish to view some other formats then here's the rest of the available formats too with example metadata. All of them basiclly use the Animation metadata field.

Video - https://solscan.io/token/qRThywjygR7hH88pm3U5JyRUysBP4RcLw7PiAMyMsQg

HTML - https://solscan.io/token/92Mf8DEBvcvpSudK7qBQ8K3ZXgadY3a3Wd41KeuEHAob

VR/3D - https://solscan.io/token/Dq2v2uGJyEFD4PGeM2vcTnpPAFyirCgEmrTpwCNYHBE2

Image - https://solscan.io/token/ARPe757RHVjLUECx7ezXKexAexuGH4qZpxSsugDAgFi8

more information can be found here documented back in v1.0 of the token standard (although older this still has some relevent information for you regarding catergories and nft types).
https://docs.metaplex.com/programs/token-metadata/changelog/v1.0