audio.Play();
// Wait for the audio to have finished
yield WaitForSeconds (audio.clip.length);

using UnityEngine;
using System.Collections;

public class example : MonoBehaviour {
IEnumerator Awake() {
audio.Play();
yield return new WaitForSeconds(audio.clip.length);
}
}

import UnityEngine
import System.Collections

class example(MonoBehaviour):

def Awake() as IEnumerator:
audio.Play()
yield WaitForSeconds(audio.clip.length)