Not a blender bug, but documentation inconsistency.
Example script at top of page references aud.Factory submodule.
This seems to have been renamed to aud.Sound.
Replacing: (Factory --> Sound), & (factory --> sound) & (aud.device --> aud.Device) seems to fix the problem to run the script.
This should be an easy fix for the next Docs-rebuild for someone who knows what they're doing (which does not include me).