It's an option under "Websites" in "Preferences"; the options are "Never Auto-Play," "Always Auto-Play," and "Stop Media with Sound." The latter is the default. You can set a default for all web sites, and add override settings for specific sites.

(There's actually a wealth of stuff in this preference tab: you can set defaults and per-site overrides for content blockers, page zoom levels, camera and microphone, defaulting to "Reader View" for particularly annoying sites, and so on.)