How do I download use audio files from the internet?

Alright, so I’m trying to use audio files from the internet with JavaScript.
My code is:

let audio = new Audio('https://prosearch.tribeofnoise.com/artists/show/78865/38605.mp3');
audio.play();

However it doesn’t work, and I don’t know how to fix the format. Please help.

I tried the code above ~^, and I expected the royalty free song to play. However nothing happened whatsoever! I’m just trying to find out what’s wrong with it