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I made some tests and it is possible to add MP3 file to Thank you page.
You would need yo upload your MP3 file somewhere and then reference it as source of your code.
You can encode MP3 file in an audio element as shown here.
Then you would need to add your code to Thank You page of your form. Inside of Thank You page wizard click on Edit Text option, then click on Source code icon and add your code.
Here is my demo form: https://form.jotform.com/61295901575966
Feel free to clone it and test it.
Hope this will help. Let us know if you need further assistance.