Cisco JTAPI doesnt implement media package so you will have to use 3rd party libraries to do media related stuff including playing of an audio clip.
There is some discussion in following thread on using JMF:
http://developer.cisco.com/web/jtapi/forums/-/message_boards/view_message/5198988 Please Note: The above thread captures discussion from developers and their views., I dont think Cisco recommends any specific solution to play an audio into call. It is left to developer's choice.