Implementing IIR filter in audio application

I have done making volume control slider in the audio palyer from this tutorial JUCE: Tutorial: Build an audio player now im thinking of puting a filter into it . I have seen some tutorial which implement IIR Filter, but all of them are in audio plugin.
So I want to ask can I put IIR filter in audio application or in this JUCE: Tutorial: Build an audio player and how can I do that