Task 1: It may be a good idea to include a link to the mp3 file inside the fallback text. This way a user with an unsupported browser could at least download the file.
Something like this:
<p>Your browser doesn't support HTML5 audio. Here is a <a href="https://mdn.github.io/learning-area/html/multimedia-and-embedding/tasks/media-embed/media/audio.mp3">link to the audio</a> instead.</p>
Task 2: You can omit the default attribute on the <track> tag since it’s the only track. Everything else is fine. The captions won’t be displayed because JSFiddle isn’t allowed to load such external data. You can see the error message in the browser console.
Task 3: Correct!
It seems Chrome blocks the loading of the PDF on JSFiddle. I don’t know why it allows the loading on MDN. Firefox displays the PDF on both pages. That’s one of the reasons for not using <object> in modern applications. In the case of a PDF it’s better - in my opinion - to just link to the file. The browser will then either display it in the whole tab or download the file (depending on the user preferences).
By the way, JSFiddle changes the URL whenever you save your edits. I found your newest version, but in the future it would be easier if you could post the new link after editing.