If your camera can record sounds, the sounds are digitized on your camera as a .WAV file with the same file name as the photo. If your photo has a sound file associated with it, it will be indicated in the contact sheet and preview window by a small speaker button.
You can play the sound by either selecting the speaker button or pressing the "a" key when a single photo with a sound file is selected. The "a" key will also toggle the sound off again.
You can delete the sound file by right-clicking (control-select) on the speaker button in the contact sheet and selecting delete from the contextual menu. You can move a sound file from one photo to another by selecting both the photo with a sound and the photo where you want to move it and right-clicking on the speaker button. If two photos are selected, the contextual menu will also give you the option to move the sound.
