It is easy to insert a sound clip into a slide but this is a little trickier:
With your presentation open, go to 'normal' view. Then under 'slideshow' go to 'custom animation' then go to "multimedia settings" and in there you'll see various options....and that's where you can tell the presentation to stop..or continue etc. It's not the most straightforward procedure.... but that's where it is.
Basically your sound file is in the first slide and when you go to those settings you tell it to continue playing the 'sound' until it gets to the final slide.