Audio from button press

You're looking for something like this:

 AudioSource source1;
 AudioSource source2;
 
 void Update()
 {
     if (Input.GetKeyDown(KeyCode.UpArrow))
         source1.Play();
 
     if (Input.GetKeyDown(KeyCode.DownArrow))
         source2.Play();
 }

You have to make sure an audiofile is actually loaded into the variables source1 and source2 before you play them, of course. You might benefit from reading the information at:

http://unity3d.com/support/documentation/Manual/Sound.html