You can do it in multiple ways. Here are some:
Using innerHTML
Use this if you want to replace all of the inner HTML, and do not care about references to elements.
document.getElementById('song').innerHTML = '<audio id="audio-player" controls="controls" src="media/Blue Browne.mp3" type="audio/mpeg">';
Using appendChild
Use this if you want to have a reference to your audio element, and maybe other elements that are already in there.
var sound = document.createElement('audio');
sound.id = 'audio-player';
sound.controls = 'controls';
sound.src = 'media/Blue Browne.mp3';
sound.type = 'audio/mpeg';
document.getElementById('song').appendChild(sound);
Using insertAdjacentHTML
Use this method if you have other elements in there that you previously referenced and want to keep a reference to, but don't care about a reference to the audio
element for now.
document.getElementById('song').insertAdjacentHTML('beforeend', '<audio id="audio-player" controls="controls" src="media/Blue Browne.mp3" type="audio/mpeg">');