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What is a .wav file?

The place to begin to get a definition of .wav file is to go to http://www.emTech.net and use the TECH ENCYCLOPEDIA. 

Now that you looked up .wav files, here are some examples taken from the net: 

You can do searches for .wav files but my favorite, and I think the most productive, is a http://www.altavista.com where you can actually ask it to search for an answer to your question, just as I have done below: 

You can see that I have asked, "Where are some .wav files?" 

If you find a sound clip you like, such as the one below, here's how you save it. Look on the page for the .wav sound control icon... 
it looks like this: 

Let's say I want to save one of Casper the Talking Cat's .wav files. I would go to his (her?) site, shown below:

Then I would click on the particular .wav file I wanted to use. It would come up as shown below:

That icon for the .wav file (just like the one where you made your own .wav sounds) is what you want. When it plays, then "right click" to do SAVE AS, as shown below:

You just save the file in whatever directory you want. 

A TIP: As I am surfing along, when I find a .wav file I like, I just "right click" and save it right then to a special directory on my harddrive called .wav files. THEN... when I want to use a .wav file in a Power Point file or on a homepage, I just COPY that .wav file from the harddrive directory into the directory where my product is stored. REMEMBER: You have to have your .wav files in the SAME directory with your Power Point or homepage product or they won't work.

You insert this saved .wav file just like you insert any original .wav files.

Check out the tutorial on inserting .wav and other files into Power Point and into.html files.