Not directly, as far as I know.
I create a "playlist" of videos by creating an RSS
(podcast) feed, then use Moodle's RSS
block to list these videos. (see example.) I also convert this RSS feed into an HTML web page, that looks like this web page
For my videos, I like to have several places, and ways, for students to access my videos.
Incidentally, my videos are stored on a Vimeo server
. I don't clutter up my Moodle's data area. Of course, audio files are smaller than video file, but you should assess your own needs and decide where you want to keep your audio file. (I don't feed audio files, just videos.)