The gutenburg block is called MP3 Player by Sonaar. The Pro version adds all the styling options you need to customize the look and feel of your player without any custom CSS code.
First, you will need to create a post that will contain your audio. Create a post in WP-Admin > MP3 Player.
Once you have created a post, you will be able to add an audio player block using Gutenberg anywhere in your site’s content. To add a Guternberg block, look for the Sonaar MP3 Audio Player block.