It takes a few steps:
in a Standard code module, like: Module1 put:
Declare Function PlaySound Lib "winmm.dll" Alias "sndPlaySoundA" _
(ByVal lpszName As String, ByVal dwFlags As Long) As Long
'Put in Standard module, only, like: Module1!
Const SND_SYNC = &H0
Const SND_ASYNC = &H1
Const SND_FILENAME = &H20000
Then on the sheet's code module that you want the event to play the sound put:
Sub PLAYWAV()
'Put in Sheet module, like: Sheet1.
Dim wavefile, x
'List the "Drive:/Folder/filename.wav" for: wavefile!
'Or put the wavefile in the same folder as your WorkBook!
wavefile = "Ricochet.WAV"
Call PlaySound(wavefile, SND_ASYNC Or SND_FILENAME)
End Sub
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
'Put in Sheet module, like: Sheet1.
If Target.Address <> "$A$1" Then Exit Sub
PLAYWAV
End Sub
Note: Make sure you have the WAV file in the same folder as the Workbook or indicate the Drive Folder File Extension when indicating the wavefile to play!