This is a detailed tutorial how to play an audio sample stored in the program memory of the ATMega micro controller used by the Arduino mega 2560. It is also applicable to other Arduino types and stand alone AVR MCUs.
More Sophisticated solution will follow in the next part.
Audacity – http://audacity.sourceforge.net/
bin2h alternative – http://bitluni.net/2016/12/19/no-more-bin2h-exe/
Arduino IDE – http://arduino.cc/en/Main/Software