On the Add/Edit Page, you need to set the Page Type to Audio Uploads Category, and also then on the bottom of the Add/Edit page, you need to check mark the box that audios can be uploaded to it.

 

It might help to use the Templates generator to fill in sections with sample data, and then you can just edit the categories and customize how you want, from your website admin panel, and delete the sample uploads (from under the Members tab in your admin panel). And you can add new audio categories by doing Add Page, and on the top right there is an option "Populate Fields With Page:" choose the audio category you already have to copy it, and then update it as needed.