. . . . Can I install an audio player or should I simply have a list of track names with links? . . .
You need to take in consideration:
the nature of the audio file content ie is it acceptable for all ages or age restricted.
where they are hosted, ie on your own web site hosting or using a third party eg SoundCloud, YouTube etc. There are Widgets for doing this available in the Online Design Gallery.
The most basic form would be is a list of track names with links to the audio files, however this does depend on the viewers web browser supporting the file format if they are hosted on yur web space they should be mp3's as this is the most universal format.
Note if you use Youtube, Vimeo etc to host the files they require the audio to be in a mp4 video file.