Never tried it, but it shouldn't be a problem, as Keynote uses the same engine as iTunes, which is basically QuickTime. If your 5.1 plays using QuickTime player, it'll work in Keynote.
If you want the audio file to play just during a specific slide, you can drag the sound file onto the slide canvas, where a generic audio icon will appear (this will be invisible when in presentation mode.) You can also set the audio to play at a specific time in the slide by selecting it and going to the Build Inspector.
You can also have an audio file play throughout the entire program. See my post in this thread:
http://discussions.apple.com/thread.jspa?threadID=1887723&tstart=0
