Hey @Jonasvdb1,

Yes, this is possible through our Audio Announcements feature.
Take a look at our support article here for more information.

Hey @Jonasvdb1, 
Just to follow up, at this time, only Run and Ride activities will have audio announcements. If you would like to have audio announcements on your walks, you can record your activities as Runs and change the Sports Type to Walk after you save the activity. 

The idea to add audio announcements to other activity types has also been suggested over on our ideas board; you can check it out here
You can add your kudos and comments if this is something you would like to see.