How do i play a midi or wav?

Any sound would do.

Wow...this is a pretty hefty question.
To play a wave file (< 2MB), use the PlaySound function. MIDI files are slightly more complicated, so have a look at these:

http://msdn.microsoft.com/library/de.../midi_1wv3.htm

and

http://msdn.microsoft.com/library/de.../wave_7jcf.htm