Playing Resources.Load Audio Files and Complete Event

I would actually advise you to use "preload audio data" = off instead of Resource files unless you need localization. It doesn't require that you set things up any different than Audio Clips and works the same way as Resources (saving memory when not playing). Also, there is a thread in the Unity forum that Resource files will be going away in a future version of Unity. You will need to drop the audio files into MA game object regardless of whether you're using Audio Clips or Resource files, but there is "bulk add" available if you lock the Inspector.

To do something when sound finished, read the "PlaySoundResult" part here for an example: dl.dropboxusercontent.com/u/40293802/DarkTonic/MA_OnlineDocs/TriggeringAudioCoding.htm#PlaySoundResult