I've just discovered that when I go to Insert> Media> HTML5 Audio, my Dreamweaver version is not giving me the HTML5 Audio option!
It's not there - how weird is that?
Which exact version of Dreamweaver CS6 have you got? Check Help > About.
There is Dreamweaver 12.0 (perpetual): no Insert > Media > HTML5 options
And there is Dreamweaver 12.1 (Cloud only) which has the Insert > Media > HTML5 options
Dreamweaver Help | What's new in Dreamweaver 12.1 | Creative Cloud
If you have 12.0.x then you won't have the HTML5 Media options.