How to play audio?

It's easy, just get your audio element and call the play() method:

document.getElementById('yourAudioTag').play();

Check out this example: http://www.storiesinflight.com/html5/audio.html

This site uncovers some of the other cool things you can do such as load(), pause(), and a few other properties of the audio element.

http://www.schillmania.com/projects/soundmanager2/

SoundManager 2 provides a easy to use API that allows sound to be played in any modern browser, including IE 6+. If the browser doesn't support HTML5, then it gets help from flash. If you want stricly HTML5 and no flash, there's a setting for that, preferFlash=false

It supports 100% Flash-free audio on iPad, iPhone (iOS4) and other HTML5-enabled devices + browsers

Use is as simple as:

<script src="soundmanager2.js"></script>
<script>
    // where to find flash SWFs, if needed...
    soundManager.url = '/path/to/swf-files/';

    soundManager.onready(function() {
        soundManager.createSound({
            id: 'mySound',
            url: '/path/to/an.mp3'
        });

        // ...and play it
        soundManager.play('mySound');
    });
</script>

Here's a demo of it in action: http://www.schillmania.com/projects/soundmanager2/demo/christmas-lights/

This is a quite old question but I want to add some useful info. The topic starter has mentioned that he is "making a game". So for everybody who needs audio for game development there is a better choice than just an <audio> tag or an HTMLAudioElement. I think you should consider the use of the Web Audio API:

While audio on the web no longer requires a plugin, the audio tag brings significant limitations for implementing sophisticated games and interactive applications. The Web Audio API is a high-level JavaScript API for processing and synthesizing audio in web applications. The goal of this API is to include capabilities found in modern game audio engines and some of the mixing, processing, and filtering tasks that are found in modern desktop audio production applications.

If you don't want to mess with HTML elements:

var audio = new Audio('audio_file.mp3');
audio.play();

function play() {
  var audio = new Audio('https://interactive-examples.mdn.mozilla.net/media/cc0-audio/t-rex-roar.mp3');
  audio.play();
}

<button onclick="play()">Play Audio</button>

This uses the HTMLAudioElement interface, which plays audio the same way as the <audio> element.

If you need more functionality, I used the howler.js library and found it simple and useful.

<script src="https://cdnjs.cloudflare.com/ajax/libs/howler/2.1.1/howler.min.js"></script>
<script>
    var sound = new Howl({
      src: ['https://interactive-examples.mdn.mozilla.net/media/cc0-audio/t-rex-roar.mp3'],
      volume: 0.5,
      onend: function () {
        alert('Finished!');
      }
    });
    sound.play()
</script>