As defragster says the product page for the audio shield includes the two different shields. You want shield revision C for the Teensy 3.1, 3.2, 3.5, and 3.6. You want shield revision D for Teensy 4.0 and 4.1. The Teensy LC does not have some of the instructions used in the audio library, so in general you can't use the Teensy LC with the audio library.
I wrote this reply some time ago comparing the pinouts. Note, this was written after the Teensy 4.0 had been announced, but before the revision D of the audio shield had been announced:
And if your interest is primarily just producing sounds, but not a lot of the processing offered by the audio shield, there is this lower cost board using the PT8211 chip. I have bought this chip, but it is in my pile of things to solder someday. Note, for the PT8211, there are 2 PCBs, one for the Teensy 3.x and one for the Teensy 4.x due to the different pinouts: