Yes you can. Click Insert > Movies and Sounds > Play CD Audio Track.
Also, check the "NOTES" section (last part) of this link for more information:
"Play sounds across multiple slides (A WAV runs through it)" http://www.rdpslides.com/pptfaq/FAQ00047.htm
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Site Updated: October 30, 2005 http://www.pptheaven.xs3.com
PowerPoint Heaven - The Power to Animate
Contains tutorials on creating amazing animations for your PowerPoint
Presentations.
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