It's actually quite easy.
1. Navigate to the slide where you want the music to begin.
2. Click on the Insert > Sound and Music > From File.
2a. You have some options here, you can record a sound or you can also Play a CD audio track
3. Once you've located the file you want to play, select it and you will be prompted to "Play Automatically" or "When Clicked". This is a personal preference, but I like automatically.
4. A little speaker will appear on your slide. This is your visual reminder that this is the slide where your music begins. The default is that the music and slideshow stay on this slide but you can change this.
5. Click on the speaker and your formatting palette will show options for changing song preferences. If you Control + Click on the speaker and select "Custom Animation" you will be given further options on your formatting palette. This is also accessible by clicking the star tab on the palette. You Media Options pull down menu will be where you find the option for setting how many slides you want the music to play.
I hope this helps.
Cheers!