How to play sound in other GameObject?

I think you're confusing terms here. Yes the MasterAudio Game Object contains all the Audio Source, but it doesn't technically "play" them. Whenever you tell Master Audio to play a sound, you provide it with an "Actor", which is the Game Object that the sound will emanate from. It's the thing making the sound. The Audio Source exists as a child of MasterAudio but that doesn't matter. It's tracked as an audible of the actor. They must all be located there. As far as your "NPC" game object, it will only play the sounds that NPC's should, based on which Sound Groups you have configured it to play. But they'll still reside under the MasterAudio game object.

Did you check out Dynamic Sound Group Creators?

Thanks,
-Brian