After adding music to my game, now I need to implement some sound effects. Specifically in this case explosions, laser sounds, and power up effects (all from the usual assets from GameDevHQ).
Exploding Asteroid
To make my Asteroid explode, I initially used a prefab to animate its explosion. The prefab (called Explosion) was called in the case of the Asteroid being hit with a laser, and was set to animate at the site of the Asteroid.

The code within my Asteroid object to call on the _explosionPrefab
So to make the Asteroid also play an explosion sound, it was a similar process. I just had to add a Audio Source component to the Explosion prefab that automatically played once it was called into existence.