Andrew Kramer shows how to add audio in this blog post:
Here is another video tutorial on how to add sound in a Adobe After Effects CS3 Composition Project. Created By: Robert’s Productions Studios.
Note: An alternative to doing this if there is not sound is to create it in AE without the sound and then add the sound in any other video editing program. You can sync it up and it’s a lot easier to work with!
Check Video Responses to View Revised Version.