Yes, you can. When installing the Displaynote app to your Mac device, simply allow the permissions requested to allow your Mac to cast audio as well as video.
Connect your DisplayNote app to the session from your Mac device. Press the Present button:
Press the Ok, got it button. Then, enable the DisplayNote App under the Screen Recording panel:
You will be prompted to restart the app. This will be the first and only time for this:
Now you can present your video with audio from your Mac device.