Audio files are saved in ogg format as preferred by Media Wiki. They should play fine with mozilla firefox and google chrome browsers. For Internet Explorer, you may have to install a codec for ogg files a follows:
- close all instances of Windows Media Player
- download codec (directshow filters) from xiph.org or vorbis.com, its about 2.5 megabyte
- install the codec
- Associate .ogg files with your favourite player, for example
- Open Windows Media Player
- Click Tools - Options - File Types
- Find and select the ogg file types here, that you want to play in IE from webpages.
- Click Apply
- Click OK
- Close all instances of Internet Explorer and reopen.
However, in my experience with Internet Explorer you still have to download the files and then play them :( Best to try a better browser.
See Wikimedia Commons Help for more advice