It's not really clear to me what you're missing, but I'll try to help.

When you right-click a media file in the Project Properties window and select Navigate Into, the video and audio should be loaded into the timeline located towards the bottom right of the DVDA display. Do you mean that you don't see the audio waveform in the timeline? If this is the case, you need to check the Track Media settings in the Media Properties window. (upper right side of the screen)

When you select the Track Media tab, you'll note that there is a line to identify both the Video and Audio files. If there's no entry for Audio, there's your problem. Just click anywhere in the Audio line, and then click the drop-down arrow & select Replace. This will allow you to specify the audio file that is to accompany the video.

When rendering, make sure that the audio file has exactly the same name (except for the file extension) as the video file. When the files are named in this way, DVD-A will automatically bring in the corresponding audio file when media is added to the project. If the files are named differently, you'll have to specify the audio file in a separate step, as outlined above.