Use the 'formatter' function and you will be able to attach an '<audio>' element to the datagrid column.
$('#dg').datagrid({
columns:[[
{field:'itemid',title:'ItemID',width:100},
{field:'productid',title:'ProductID',width:100},
{field:'audio',title:'Audio',width:200,
formatter:function(value,row){
return '<audio controls>' +
'<source src="test.mp3">'+
'</audio>';
}
}
]]
})