For instance a heel strike when a characters foot hits the ground.
Using an AnimationPlayer node, you can do this in at least two different ways.
Add a new animation track, and select "Call Method Track". This will let you call a custom method, which can handle triggering the audio.
Again, add a new animation track, but select "Audio Playback Track". You can reference this post for more details about this option: https://godotengine.org/qa/39679/can-i-play-sounds-using-the-animationplayer