Steganography is any method of hiding a message inside something that looks innocent. It has different goals to encryption, in that encryption stops a party reading the message even if they know it's there, whereas steganography hides the message so if you don't know it's there, you won't discover it. That's why the two can be used together usefully: to encrypt the message and then hide it, so that somebody not knowing the existence of the message won't discover it, but if they do, then they won't be able to read it.
Steganography should be able to hide the existence of the message with no tell-tale signs that a message is hidden in it. In an image or audio file its effect on the image or the audio must be imperceptible to human ears, so it's not good enough if it creates a "weird noise in the background" or something to that effect. Ideally it should even not indicate its presence under regular scrutiny such as zooming in, or analysis with a scope.
Typically it superimposes a noise pattern over the signal in such a way that it's not going to be seen or heard by humans but it can be detected by a digital examination of the file itself, by ensuring that its noise pattern is outside the range that humans will pick up on or is sufficiently masked by actual signal.
Note: steganography doesn't have to be this sophisticated. Some files allow arbitrary data to be hidden in the file format somewhere that it won't be read by software that reads that file format, by placing it into redundant space that is not referenced by the header of the document. This is notably possible with ZIP files where you can have innocent looking compressed files in the archive itself but have other data in the file that will never be accessed by a ZIP reader. The side effect of this type of steganography is that the increase in file size may arouse suspicion, whereas this may not be the case in an uncompressed audio signal where adding extra information will not increase file size.