This help video shows how to download an audio file from the intranet with an iphone or ipad. 
You need to buy the iCab Mobile app from the App Store and install it on your device. It is an internet browser that lets you download and upload files.

After pressing on the download icon on the audio file and confirm your wish to download, wait till the download word disappear from the screen: that is when the download is completed. In the video, the audio file is very small and it gets downloaded instantaneously.

Once downloaded, the audio file is in the download area of iCab Mobile. Press on the download icon (down arrow in a circle) and select the downloaded audio file and select the option you would like to make with it .

Hope this help!