import sys, pygame
from PyQt5.QtWidgets import *
from PyQt5.QtCore import *

class AudioPlayer(QObject):
    def __init__(self, filename):
        super().__init__()
        self.filename = filename
        print("Created " + filename)

    def play(self):
        print("Playing " + self.filename)
        pygame.mixer.music.load(self.filename)
        pygame.mixer.music.play()

class Session(QMainWindow):
    def __init__(self):
        super().__init__()
        self.mainWid = QWidget(self)
        self.vbox = QVBoxLayout()
        self.mainWid.setLayout(self.vbox)
        self.setCentralWidget(self.mainWid)
        self.show()

        pygame.mixer.init()

        filenames = [r'C:...file1.mp3', r'C:...file2.mp3']

        for filename in filenames:
            playButton = QPushButton('Play', self)
            localPlay = AudioPlayer(filename)
            playButton.clicked.connect(localPlay.play)
            self.vbox.addWidget(playButton)

if __name__ == '__main__':
    app = QApplication(sys.argv)
    Session()
    sys.exit(app.exec_())

admin@home> python main2.py
Created C:...file1.mp3
Created C:...file2.mp3
admin@home>

class Session(QMainWindow):
    def __init__(self):

        # ...

        filenames = [r'C:...file1.mp3', r'C:...file2.mp3']

        pygame.mixer.music.load(filenames[0])
        pygame.mixer.music.play()