i answered a similar question on the french bp support forum. No need for a third party plugin.
I embed a soundcloud track simply by copy/pasting the widget link witch is under the “share” button (the link containing an iframe tag) below the track.
The track comes up on a standalone forum, but also on a group forum (on my test site). The track is not visible on the site activity because of the html tag restriction on activity. Can be solved by hooking into bp_activity_allowed_tags (not recommanded)