If the connectors are the correct size (which they surely are if you did not notice anything wrong and they work properly), then they will definitely work for audio - no need to worry.
Vulcan is correct in that the yellow cord is usually thicker than the white/red cords, and meant for audio. Here's the reason: a video signal generally requires a different (higher) "resistance" within the cable for optimal transmission in comparison to an audio signal. This means a video signal also usually requires more insulation from surrounding electrical noise and artifacts to achieve a clear picture -- moreso as the length of cable increases -- than an audio cable does to achieve clear sound reproduction over the same length. Though in most cases the type of cable and thickness of insulation is sufficient for the average joe to interchange colours and types without a problem, it is possible for signal degradation to lead to reduced output quality, or lost signal data, etc, in some setup scenarios.
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