In order to add sound or music to a PowerPoint Presentation follow these steps:
1. Display the slide to which you want to add music or sound effects.
2. On the Insert menu, point to Movies and Sounds, and then do as following: Click Sound from File, locate the folder that contains the file that you want, and then double-click the file.
3. Double-click the sound file that you want to insert.
4. When a message is displayed, do one of the following:
To play the music or sound automatically when you go to the slide, click "Automatically".
To play the music or sound only when you click the sound icon, click "When Clicked"
After these step, your music is added to PowerPoint presentation.
http://www.powerpoint-resources.com/powerpoint-questions/how-can-you-put-music-in-powerpoint.htm