These little modules can be programmed to play mp3 sound bytes stored in their internal memory (8mb max).

Special software is needed to program them by USB.

Start the 8mb app and on the 2nd tab of the program add the mp3 files. Then on the first tab click the button and wait for the upload bar to complete. Disconnect the USB from the device and wire it up as needed.

A good tutorial site for reference is this one.