Buy a musical instrument, then either blow into it, hit it with some object or pluck away at the strings (as appropriate).
depends on the operating system. In MS-Windows call PlaySound() win32 api function and include windows.h header file.
well, i'm not from a country that the people speak english, could you explain me how to use this function in simple words?
>>could you explain me how to use this function in simple words?
No because I have never had a need to use it. If you are going to use win32 api very much then you absolutely must learn enough English in order to understand the instructions. But don't feel too bad if msdn is difficult to understand -- most native-English speaking people have problems with it too.
Here are some google links that may help