Hi,
This currently isn’t possible with Matinee. This is a functionality that is planned for Matinee’s successor though, Sequencer. This is still a ways out and is still early in development.
For the moment you’ll need to record the Matinee, record your audio with a separate program, and then combine them in a program like Adobe Premiere.
As another alternative you could use a program like Fraps or Camtasia to grab the video from the screen but this could impact the matinee with the FPS with undesired results.
I know this isn’t the answer you were hoping for, but it is something Epic is working towards rectifying. 
Tim