Im using SDL too, and for the audio Im using SDL basic audio callback system. Its very raw but if you need code to load a WAV file and play it I can send it to you.
Btw, if instead of linking against the dynamic DLL you link against the static LIB you will reduce the EXE size. I also use this EXE compressor:
https://www.un4seen.com/petite/
and I managed to create my SDL/OpenGL app that weights less than 300KBs