Energy of an audio signal
No, energy is not the same as power.  Power is energy per unit of time.  An analogy- energy is like distance, while power is like speed.

The easiest way to determine energy in the frequency domain is to take the signal and do an FFT.  The Fourier Transform preserves energy, i.e. the transform has the same exact energy as the signal does in the time domain.  You can then find the energy of each frequency bin by multiplying its value with its complex conjugate.

Signal power represents how quickly it delivers energy.  In the context of audio it correlates with how loud the sound is, though there is not a 1-to-1 correspondence.