In a surprise move, Apple earlier this week released firmware update 7.8 for the most recent generation AirPort Express that adds AirPlay 2 support. AirPlay 2 adds support for multi-room audio. This was a surprise because Apple is no longer manufacturing AirPort devices and they have no more inventory of the six years old product.
You can update using the AirPort Utility found in your Applications/Utilities folder or with the AirPort Utility app for iOS. If you don’t install the update and your AirPort light turns Amber it’s trying to get your attention to update.
This update is for the AirPort express that rests on a table and has two Ethernet ports; not the older model that hangs from the electrical outlet and has a single Ethernet port. There is no update for the AirPort Extreme or Time Capsule as those devices do not have an audio jack and thus don’t support AirPlay.