Audio is not included with the skeleton in any of the runtimes.
But audio events, just like normal events, are usable to trigger playing audio clips via audio sources or via your own code. This has been true for as long as Spine has had animation events. So you don't need really Spine 3.7 for it, but Spine 3.7 is helpful for previewing the sound with the animation in the Spine editor.
You can find sample code for how to play audio based on events in the Spine Examples sample scenes and sample code.