Reading WAV Data
WAV files are in the Resource Interchange File Format (RIFF), which consists of a variable number of named chunks containing either header information (for example, the format of sound samples) or data (the samples themselves). The Win32 API supplies functions for opening and closing RIFF files, seeking to chunks, and so on. The names of these functions all start with "mmio".
To store WAV sounds in an executable, import your WAV files as resources and give them string names.
The DirectSound API does not include methods for loading sound data. However, the DXUTsound.cpp file implements several classes that can be used to create sound buffers from files, resources, or a memory location.