How to audio record in OneNote for Windows:
Click on the location in a OneNote page where you want to insert an audio recording, then click Insert > Record Audio.
To end the audio recording, press Pause or Stop on the Audio & Video tab.
To play a recording, click the media icon on the page and then press Play.
Notes that you take on the page will be linked to the audio you recorded.
See the video below for a demonstration of audio recording in OneNote for Windows.