If you are selecting the Preview button in the Presenter ribbon in PPT, then yes.
What is the problem you are having?
I'm not getting the audio. It plays fine in video Express when review it there, bu when i go back to the PPt and select preview in the Adobe tab, the audio isn't present.
After you created the video in the APVE, did you publish it locally as an MP4? Can you check the MP4 by playing it by itself on your computer?