Well, first you would have to upload the desired audio file to your Website Maker or Online Album. I trust that you're familiar with this part. For the track to play in the background throughout the entire site, you would have to put it on the actual background layer.

So, just go to the "Pages" panel in Website Maker and click on "Background". Now, find the song in the "Objects" panel under your uploaded files and drag & drop it into your page. Position the player, so it doesn't interfere with any of your actual content pages. Save and publish the website. Done!