I tried and YES!!! When the level starts, the music on the CD is playing during the level! Isn't that cool? B)
EDIT: Only these tracks are playing for each level, then it loops and get back to the first one, in order:
9 - 10 - 11 - 13 - 14 - 7
Watch out not to set the volume of your CD player to maximum or else you won't hear any sound effects.