The problem is not so difficult. You should include {$R MySoundRes.RES} line to the implementation section. And for playing wav sound you must use the PlaySound procedure. There is a 'SOUND' section which contents a musical file in the resource file.
{$R MySoundRes.RES} {$R *.DFM} procedure TForm1.Button1Click(Sender: TObject); begin PlaySound('SOUND', 0, SND_RESOURCE); end;