This is an example how to get the play an audio file which you already have on your pc/laptop .First create a new directory under res and name it as raw like this

http://i.stack.imgur.com/PZVCc.png

copy the audio which you want to play into this folder .It may be a .mp3 or .wav file.

Now for example on button click you want to play this sound ,here is how it is done

public class MainActivity extends AppCompatActivity {
@Override
public void onCreate(Bundle savedInstanceState) {
    super.onCreate(savedInstanceState);
    setContentView(R.layout.aboutapp_activity);

    MediaPlayer song=MediaPlayer.create(this, R.raw.song);

    Button button=(Button)findViewById(R.id.button);
    button.setOnClickListener(new View.OnClickListener() {
        @Override
        public void onClick(View view) {
           song.start();
        }
    });
}
}

This will play the song only once when the button is clicked,if you want to replay the song on every button click write code like this

public class MainActivity extends AppCompatActivity {
@Override
public void onCreate(Bundle savedInstanceState) {
  super.onCreate(savedInstanceState);
  setContentView(R.layout.aboutapp_activity);

  MediaPlayer song=MediaPlayer.create(this, R.raw.song);

  Button button=(Button)findViewById(R.id.button);
  button.setOnClickListener(new View.OnClickListener() {
   @Override
   public void onClick(View view) {
       if (song.isPlaying()) {
           song.reset();
           song= MediaPlayer.create(getApplicationContext(), R.raw.song);
      }
        song.start();
    }
  });
}
}