HTML link to file

I setup a PBX today to allow network access to it's voice recordings through a mapped network drive, and have indexed incoming calls to a mySQL databse so that I always have the link t the file itself stored as (Z:/folder/file.wav) in SQL with appropriate keys to link them as needed, but I've been unable to get my website to display the files when given the link, how would I go about making an audio tag play the file it pulls from the Z: drive of the server?

I only need the HTML side of stuff, as I have the backbone for the PHP/SQL side already built