Please send email to eal@eecs.berkeley.edu with hints on playing sounds on Windows machines, so I can insert them here.
On a Macintosh, Netscape normally comes configured with a plug-in called "LiveAudio" that can play the .wav files. This program does not always work flawlessly, though. You also have to be patient, because it completes the download before beginning to play the audio.
To play the .au files, you may need to install a sound program. If you are using the "Berkeley Internet Kit", then you probably already have installed a program "SoundApp" that can play the Sun audio files. However, Netscape may not be configured to use it. You can change this by selecting "General Preferences" from the "Options" menu, and selecting the "Helpers" page within that. Under "ULAW audio", you should set the file type to "ULAW" and the application program to "SoundApp".
A shareware alternative is SoundMachine. There is also an associated converter program that will convert between various formats.
On a Sun Solaris machine you need to be running a program called "AF", and you should have the following lines in your .mailcap file (in your home directory):
audio/*; xplaygizmo -p -q /usr/sww/AF/bin/aplay ; stream-buffer-size=2000