What you have so far is a good start toward creating a clickable link, but to actually play or stream music through your chatbot is a complex task, with a few different ways to do it. A Flash or Silverlite interface could be used, but that would require having one of them embedded as an object into your web page, and that’s hard to set up unless your chatbot’s interface page is AJAX driven (it can be done, but the constant reloading of the page because of the chatbot conversation will take time to load over and over again, and that interrupts the music).
IT would also help to know what chatbot platform you are using. This knowledge will help us to give you better guidance.