@Eric Since several versions cptil-files (templates) are very buggy. Never recommend their use anymore, please!
You cannot attach audio to an object on the master slide, you cannot trigger and advanced action On Enter for a master slide neither. Themes are very powerful but meant mostly for design reasons: Color palette, object styles, master slides, skin and Recording defaults. Have a look at:
What's in a Theme - a Template? - Captivate blog
Why not use an external library, in which you store the image and the sound clip (if you cannot attach it to the image)? Since templates got buggy I always use themes in combination with external libraries where I store much used assets and shared actions.