Проблема в кавычках и переносах
$( ".wo3" ).append([
'<span class="mb ch w">',
'<span class="w">我</span>',
'<span class="p1"> wǒ </span>',
'<span class="p2"> wɔ↝ </span>',
'<span class="p3"> wɔ3 </span>',
'<img class="an" src="/Strokeorder/grammar_hsk1/3-1-0-9/wo3.gif">',
'<a class="sound" data-sound="grammar_hsk1/3-1-0-9/ch/wo3.mp3"></a>',
'</span>',
].join(""));
или
$( ".wo3" ).append( '<span class="mb ch w">\
<span class="w">我</span>\
<span class="p1"> wǒ </span>\
<span class="p2"> wɔ↝ </span>\
<span class="p3"> wɔ3 </span>\
<img class="an" src="/Strokeorder/grammar_hsk1/3-1-0-9/wo3.gif">\
<a class="sound" data-sound="grammar_hsk1/3-1-0-9/ch/wo3.mp3"></a>\
</span>' );