Find the .WAV audio file that you wish to play. Open the file by double-clicking the icon for the file, or you can select the file by clicking on it and then press "Enter" on your keyboard. This will open your audio file in the default program that is set to open all .WAV files. This program will most likely be Windows Media Player if you are using a Windows operating system.
Right-click on your file to open it with a program other than the default. In the right-click menu that pops up, hover your mouse over the "Open With" menu option. A menu will pop out containing a list of commonly used audio player programs that you can use to open your .WAV file with. Click on the desired program from the list to open your audio file with an alternate program.
Open your .WAV audio file with a program that is not commonly used by right-clicking on the icon for the file that you wish to open. Hover your mouse over the "Open With" menu option. In the menu that pops out, click the "Choose Program" menu option at the bottom of the "Open With" menu. A window will open containing a list of all programs installed on your computer. Select the program that you wish to use by clicking on the name or icon of that program. Click the "OK" button at the bottom of the "Choose Program" window to open your .WAV audio file with the selected program.