Create the notification like this with the pending intent to open the default audio player
Intent intent = new Intent();
intent.setAction(android.content.Intent.ACTION_VIEW);
File file = new File("YOUR_SONG_URI"); // set your audio path
intent.setDataAndType(Uri.fromFile(file), "audio/*");
PendingIntent pIntent = PendingIntent.getActivity(this, 0, intent, 0);
Notification noti = new NotificationCompat.Builder(this)
.setContentTitle("Download completed")
.setContentText("Song name")
.setSmallIcon(R.drawable.ic_launcher)
.setContentIntent(pIntent).build();
noti.flags |= Notification.FLAG_AUTO_CANCEL;
NotificationManager notificationManager = (NotificationManager) getSystemService(NOTIFICATION_SERVICE);
notificationManager.notify(0, noti);