The "au" in Catalan (his native language) is pronounced like English "ow" (how, cow ...etc) and there's an accent on the "i" to indicate emphasis, so you pronounce it as "gow-DEE". However, most native English speakers would not be aware of the emphasis on the "i", so you most commonly hear "GOW-dee" in English-speaking countries.
Best Answer
I believe it's pronounced like "cannon". As in a cannon that shoots cannonballs. Here's an example of its usage.