Step 1:

First of all take a hidden field control in asp.net web page and bind to the hidden field control from database which contains the URL of the .mp3 file.

Step 2:

Place the below code inside <head> tag or if the webpage has master page then put the below code inside <asp:Content> tag on your webform

<script type="text/javascript">
function play() {
var audioValue = document.getElementById('<%=audioHidden.ClientID%>').value;
//alert(audioValue);
embed = document.createElement("embed");
embed.setAttribute("src", audioValue);
embed.setAttribute("hidden", true);
embed.setAttribute("autostart", true);
document.body.appendChild(embed);
}
window.onload = function () {
play();
}
</script>