By default WordPress supports different types of WordPress post formats which are there to present posts in different styles for different types of needs. However, let me state it very clearly that the standard WordPress post format has all the capability to address everything, be it audio, video or anything else. And not all themes support all types of these formats because not many post formats are used by themes other than standard format.
The post formats available in your theme can be seen on the right side bar after you click on Posts>Add New.
Here is a brief description of these different formats.
Standard: This is the type that is used most of the time and is available in all themes.
Aside: It is a format which is meant for a small post which is not like a normal post.
Image: For use if you want to post a single image as a post.
Video: For posting a video as a post
Quote: This WordPress post format is meant for sharing a quote as a post.
Link: For sharing a link you come across with your readers
Status: This is a format which is meant for posting a status update as a post
Gallery: A format that is meant for posting an image gallery as a post
Audio: As the name says, it is meant for making an audio post
However, you need not worry a lot about all these WordPress post formats because as i already said above, all of this can also be done using a standard format. Most of the themes also come with standard format. You can check the post formats supported by your theme by looking at the right sidebar in the admin panel when you click on Posts>Add New link from the left side menu.
If you can not see the post formats, try to enable Format module from the Screen Options.