Add your comp to the AE Render Queue, and click on its Output Module settings. Make sure that the audio check box is checked. Then render away.
It probably wouldn't hurt one bit to open AE's online help and search it, using the search term Output Module. You'll gain a wealth of knowledge.
And since you're brand-new to this forum and presumably brand-new to AE, a visit here is strongly recommended. AE is
not the kind of application you use for a couple of tricks and expect things to turn out right the first time. It takes a good knowledge of the AE basics to make it do what you want.
I already did that but no use. I actually noticed that the audio section on AE is blocked... could it be that AE didn't catch the audio in the first place?
Lacking any information that would be useful in making an accurate diagnosis (a list of which can be found here), we can only speculate. Off the top of my head, there could be two possibilities:
The audio takes the form or an mp3 or another kind of compressed audio file. Change it to aiff or wav.
The video (if any) has multiplexed (aka muxed) audio, so the audio is embedded in the video; it can happen with certain mpeg files. AE stands no chance of reading it.