I have searched documentation and examples, but I could not find how to inject audio with video in MIP SDK.
Is there any way to inject audio to Milestone xProtect?
Audio and video is injected into XProtect through added devices. So you would need a device with video and/or audio and then have it added to XProtect.
See this general article on MIP SDK and device driver development - https://force.milestonesys.com/support/articles/en_US/FAQ/About-hardware-device-driver-development-and-the-Milestone-Integration-Platform-MIP-SDK
(The MIP driver does not support audio.)