Argh. I thought the way this work is you got soundtracks for all the games. Anyway, it's worth it just to play the game and hear the damn music. I linked the full soundtrack, though not in the best format.
Absolutely, the soundtrack alone is worth the playthrough. Here's a link to the studio's soundcloud which has the soundtrack up at what I think is a better quality than youtube is offering.
https://soundcloud.com/devolverdigital/sets/hotline-miami-of...
(be warned it autoplays at quite a high volume)
I'm assuming he means that you can go to the game's assets and listen to it yourself, and not that the game has a separate "official soundtrack" built-in.