@danijelpetkovic ,
At this point you should have received a real audio file. If you just want to listen you can just save it
with open("out.flac", "wb") as f:
    f.write(response.content)

And in order to listen to it, use your favorite media player.
vlc out.flac for me. Windows media player, winamp, foobar, chrome and firefox can probably read it too.
ffmpeg is necessary only if want multiple files and want to compress them a little. The API responds flac files, which are lossless compression, but you can get much better compression with lossy algorithm (all to save disk, it might not be necessary to you)