Hi there
A Smart Shape is just a Smart Shape and is not a button unless you specifically tell it to become a button by enabling the option in the Properties panel. Once you have done this, look in the Properties panel for the options. One option will be the Success caption. Enable that option and you should see a caption on the slide. Now click that caption to select it and in the Properties panel you should see an Audio section. There is where you may add the audio clip.
Cheers... Rick Image may be NSFW.
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