I know that it exists, because gegnir.is gives the following bibliographical information:
Höfundur Arnaldur Indriðason 1961
Titill Vetrarborgin [hljóðbók] / Arnaldur Indriðason ; Guðmundur Jónas Haraldsson les.
Staður Forlag Ár [Kópavogur] : Orð í eyra, 2006.
Lýsing 1 geisladiskur (MP3) (10 klst. 35 mín.).
ISBN 9979691085
I just can't find any online shop which sells it. Any advice would be greatly appreciated