Exactly
OBS Studio composite sources into a single output (by default/typically). So your composited 'video' file is the video and audio source(s), in one file.
*IF* your audio is NOT in the video file, then typically that means you changed a default audio setting
- Beware distinction in OBS Studio's Advanced Audio Properties for Monitor and Output.. .ie if you Monitor only, then you told OBS Studio to NOT record the audio. And then there is the sophistication Aaron refers to with Tracks. hopefully you didn't mess with/adjust Track recording options. if you did, the OBS Log per pinned post in this forum when asking for help, and possibly some screen shots, may be required to help you get back out of whatever you did. or reset OBS Studio settings and start over (depending on how complex your adjustments to the defaults were)