But as I said, if I just want to read from analog input and give it as output for now
Read with analogue read.
However outputting is not so simple as the arduino has no analogue outputs. The options are to use the PWM outputhttp://www.thebox.myzen.co.uk/Tutorial/PWM.html
Or to fit some sort of external D/A converter.
The arduino has a very limited amount of memory to store sounds there is only 2K of this memory in total for everything. That is only enough for a fraction of a second.
That link is the best there is at the moment. Try and understand what it is telling you.