Common windows sounds play:

Thank you very much of Microsoft:
: https://docs.microsoft.com/en-us/previous-versions/dd743680(v=vs.85)

// Project1.cpp : Defines the entry point for the application.
//

#include "framework.h"
#include "Project1.h"

#include 
//#include 

#pragma comment(lib, "winmm.lib" )

#define MAX_LOADSTRING 100
...
LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
    switch (message)
    {
    case WM_COMMAND:
        {
            int wmId = LOWORD(wParam);
            // Parse the menu selections:
            switch (wmId)
            {
            case ID_SOUNDS_SOUNDSWAVE:
                    // SOUND_SYSTEM_WARNING
                    PlaySound(TEXT("recycle.wav"), NULL, SND_FILENAME);
                    break;
            case IDM_ABOUT:
                DialogBox(hInst, MAKEINTRESOURCE(IDD_ABOUTBOX), hWnd, About);
                break;
            case IDM_EXIT:
                DestroyWindow(hWnd);
                break;
            default:
                return DefWindowProc(hWnd, message, wParam, lParam);
            }
        }
        break;
    case WM_PAINT:
        {
            PAINTSTRUCT ps;
            HDC hdc = BeginPaint(hWnd, &ps);
            // TODO: Add any drawing code that uses hdc here...
            EndPaint(hWnd, &ps);
        }
        break;
    case WM_DESTROY:
        PostQuitMessage(0);
        break;
    default:
        return DefWindowProc(hWnd, message, wParam, lParam);
    }
    return 0;
}

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