I'm using the "Video Editing" feature and have created a rough cut of my project in a new Sequence.
I have included other Sequences there, and put an audio track on top of it. When I play it back in blender it works fine and the audio is playing. When I render it, there is no audio.
I've enabled audio in my Output section, for both, the scene with my 3d objects (although that scene doesn't contain any audio, but I wasn't sure if that was necessary) and the scene in which I'm doing the video editing: