How to do it...

To play different sounds each with their own AudioSouce component, do the following:

1. Create a new Unity 2D project and import the sound clip files.
2. Create a GameObject in the scene containing an AudioSource component linked to the 186772__dafawe__medieval AudioClip. This can be done in a single step by dragging the music clip from the Project panel into either the Hierarchy or Scene panels. Rename this new GameObject to music1_medieval.
3. Repeat the previous step to create another GameObject named music2_arcade, containing an AudioSource linked to 251461__joshuaempyre__arcade-music-loop.
4. For both AudioSources created, uncheck the Play Awake property – so these sounds do not begin playing as soon as the scene is loaded.
5. Create an empty GameObject named Manager.

6. Create a C# script class, MusicManager, in a new folder, _Scripts, containing the following code, and add an instance as a scripted component to the Manager GameObject:

using UnityEngine; 
 
public class MusicManager : MonoBehaviour  { 
    public AudioSource audioSourceMedieval; 
    public AudioSource audioSourceArcade; 
 
    void Update() { 
        if (Input.GetKey(KeyCode.RightArrow)){ 
            if (audioSourceMedieval.time > 0) 
                audioSourceMedieval.UnPause(); 
            else 
                audioSourceMedieval.Play(); 
        } 
 
        if (Input.GetKey(KeyCode.LeftArrow)) 
            audioSourceMedieval.Pause(); 
             
        if (Input.GetKey(KeyCode.UpArrow)){ 
            if (audioSourceArcade.time > 0) 
                audioSourceArcade.UnPause(); 
            else 
                audioSourceArcade.Play(); 
        } 
 
        if (Input.GetKey(KeyCode.DownArrow)) 
            audioSourceArcade.Pause(); 
    } 
} 

7. Ensure that the Manager GameObject is selected in the Hierarchy. In the Inspector panel, drag the music1_medieval GameObject from the Scene panel into the public Audio Source Medieval AudioSource variable in the MusicManager (Script) scripted component. Repeat this procedure, dragging GameObject music2_arcade into the public Audio Source Arcade variable.
8. Run the scene, and press the UP and DOWN arrow keys to start/resume and pause the medieval sound clip. Press the RIGHT and LEFT arrow keys to start/resume and pause the arcade sound clip.