if you have access to them through FTP it would be the easeiest thing to do get a copy of filezilla FTP client or any other from say filehippo or directly from sourceforge site.
install it on your system and fill in your details.
username: your FTP username
password: your FTP password
Port: 21 or leave balnk
right side is your server side left is your local drive.
Successful connection would open up a list containing maybe (depends on your host):
now make this thing clear if you used wordpress’s audio button to upload your audios
then follow the procedure down here otherwise if you used say Matin Laine’s wp audio player for playback on your site the files should be in the default folder audio right before wp-admin folder.
we assume you used wordpress’s inbulit uploader then follow here:
1. double click wp-contents
2. then uploads
3. select year when you uploaded
4. select month
5. there they are your files….