You can, but it may be easier or harder depending on if you have the newest update or not.
If your Wii system is not fully updated, you can use MP3 files on your SD card if you have one. This was the easiest way to listen to music it you please.
However, now with the new update, files are limited to something like .ITTP or something like that, I'm not for sure, but it's complicated, especially if you need to start converting files.