audio.Play();
    // Wait for the audio to have finished
    yield WaitForSeconds (audio.clip.length);

using UnityEngine;
using System.Collections;

public class example : MonoBehaviour {
    IEnumerator Example() {
        audio.Play();
        yield return new WaitForSeconds(audio.clip.length);
    }
}

import UnityEngine
import System.Collections

class example(MonoBehaviour):

    def Example() as IEnumerator:
        audio.Play()
        yield WaitForSeconds(audio.clip.length)