Computers can play and store sound and music in various ways
The most common format for short samples of speech, noises and bits of music is called Wave format.
Other formats that can contain sounds are MP3, AVI and Mov files (these can also contain video).
A common format on the internet is real audio.
To play a sound file doulble click on it. If you computer can play this type of sound it will play it, otherwise it won't.
To alter sounds (add echo, crop, reverse etc) you need special software called a sound editor.