This code snppet uses the wx.lib.filebrowsebutton.FileBrowseButton widget to pick a file, in this case a '.wav' sound file, and plays it with the wx.Sound widget.

select a sound file and play it
wx.lib.filebrowsebutton.FileBrowseButton(parent, labelText, fileMask)
(combines wx.TextCtrl and wxFileDialog widgets)
wx.Sound(fileName, isResource=False)
tested with Python27 and wxPython291  by  vegaseat  25jul2013

import wx
import wx.lib.filebrowsebutton

class MyFrame(wx.Frame):
    def __init__(self, parent, mytitle, mysize):
        wx.Frame.__init__(self, parent, wx.ID_ANY, mytitle,
        panel = wx.Panel(self)

        # mask file browser to look for .wav sound files
        self.fbb = wx.lib.filebrowsebutton.FileBrowseButton(panel,
            labelText="Select a WAVE file:", fileMask="*.wav")
        self.play_button = wx.Button(panel, wx.ID_ANY, ">> Play")
        self.play_button.Bind(wx.EVT_BUTTON, self.onPlay)

        # setup the layout with sizers
        hsizer = wx.BoxSizer(wx.HORIZONTAL)
        hsizer.Add(self.fbb, 1, wx.ALIGN_CENTER_VERTICAL)
        hsizer.Add(self.play_button, 0, wx.ALIGN_CENTER_VERTICAL)

        # create a border space
        border = wx.BoxSizer(wx.VERTICAL)
        border.Add(hsizer, 0, wx.EXPAND|wx.ALL, 10)

    def onPlay(self, evt):
        filename = self.fbb.GetValue()
        self.sound = wx.Sound(filename)
        # error handling ...
        if self.sound.IsOk():
            wx.MessageBox("Missing or invalid sound file", "Error")

app = wx.App(0)
# create a MyFrame instance and show the frame
mytitle = "wx.lib.filebrowsebutton and wx.Sound"
width = 600
height = 90
MyFrame(None, mytitle, (width, height)).Show()

Just a note, the wx.lib widgets have not been adjusted to Python3 yet in the wx(Phoenix) project as of this date.