What is your end goal? Are you trying to add audio to an Edge animation, which will live as html on the web? Or is your end goal a video piece?
If your end goal is a video piece, you could use screen capture software to record your Edge animation in-browser, then import that video to Premiere.
Depending on your use-case, it might make more sense to use a much more advanced, purpose-built animation application like After Effects as your animation tool, rather than Edge Animate.