This is commonly called 'reverse-related entries' and is achievable using relatedTo(). See here for some info...
My question is if I chose to show the entry selected on a new page how would I show the relationship to the page it appears on / came from? Perhaps as a title from the previous page or a back button.
For example, if a visitor were on an Audio Entry page, your template code would look something like:
{% set relatedResearchProject = craft.entries.section('researchProjects').relatedTo(entry) %}
{% for researchProject in relatedResearchProject %}
<li><a href="{{ researchProject.url }}">{{ researchProject.title }}</a></li>
{% endfor %}
The above, would display any Research Projects which contain related "audio" Entries.
The logic is as follows:
{% set relatedResearchProject = craft.entries.section('researchProjects').relatedTo(entry) %}
- Create a new variable called "relatedResearchProject" (in fact the variable name can be any word which makes sense to you)
- The new variable should contain any entries from the Research Projects Section which are related to the the (Audio) entry being displayed on the current page.
Then...
{% for researchProject in relatedResearchProject %}<li><a href="{{ researchProject.url }}">{{ researchProject.title }}</a</li>{% endfor %}
Loop through and display any entries which are in the 'relatedResearchProject' variable.
In a different example below, you can see that "Third news entry..." contains the Entry field. then, on /news/we-just-installed-craft you can see the rendered link back to the "Third news entry..." page.
Sorry, Scott - I hope illustrating two examples isn't confusing! Let us know how you get on.

{% for researchProject in relatedResearchProject %}<li><a href="{{ researchProject.url }}">{{ researchProject.title }}</a</li>{% endfor %}