time indicator doesn't move fast enough when previewing audio

that's can happen sometimes but if your comp is cached (green bar) you should not face this issue, so lets us know if this is happening while it's caching already? 

That much delay with audio is odd to say the least, especially if the Preview has loaded into RAM (that is, you see a green line for the length of the layer along the Time Ruler).

Is there any animation in the Comp yet or is it just the sound file?  An audio-only Comp should perform better while working with audio than one with picture as well.

What file format is the audio?  Uncompressed WAV or AIF files tend to work best.

As far as placing Layer Markers precisely goes, you can control-click-and-drag (Win)/command-click-and-drag (Mac) on the Time Ruler to scrub audio.  If you control-click-and-hold/comman-click-and-hold, AE will loop a few frames at the current time.

Plan B:  Place the markers on the audio clip in the Premiere Pro Source panel or while the clip is selected in the PR Timeline panel.  If the markers don't appear in AE on their own, right-click the Layer in AE and choose "Markers > Update Markers From Source" or copy and paste the audio clip with markers from the PR Timeline to the AE Timeline.