Yup, I followed these instructions: https://valvesoftware.github.io/stea…on_unreal.html
(I added the runtimes folder in the project settings and the .phononscene files are in the right place in the packaged game)
I think the stuff I said about linux is appearently wrong since it seems that only our linux server spams the log with this: steamaudio linux server meeeh - Pastebin.com on map start.
I will check the client later.