I used a program called Wink to create a Tutorial for my website. However, I now realized you can't add Audio in that program. Is there another program where I can just take the .swf and add audio to it?
There's no possible way to that actually, you can either add the sound to file's writable (.fla) or decompile it again to .fla if you don't have the source file. .SWF is just an output format.