While I think it's a compelling idea that playing speech in your target language while you sleep can help, I don't think it's ever been demonstrated to work.

Having said that, that sleep is incredibly important for learning anything! I practice my language learning during the day, a little bit every day, and I prioritize getting good sleep. This is mostly just trying to go to bed at the same time every night, avoiding alcohol, and giving myself an hour before bed with low lights to read and calm my mind. When you sleep, memories are consolidated, organized, and tagged for long-term storage. I will sometimes wake up in the middle of the night and bouncing around in my mind are echos of phrases and words from my target language. I figure it's working.