Is there simply no way to work on the program without having to purchase the hardware first?
What your trying todo is not simple so extra hardware is needed to manage the complexity.
If you want some simple beeps or buzzs then you don't need extra hardware.
The memory space on an Arduino Uno is 32kB -0.5kB for boot loader.
Your program could easily take up 20kb, so you would only have 10kB for samples.
A raw 8bit audio sample running at 8kbps means you have space for 10 seconds.
So your 4 samples can not exceed that 10sec limit.
This example is what your looking for http://arduino.cc/playground/Code/PCMAudio
So you will need to convert your wave samples to PCM
and then export it into ascii format
for including into your code.
A bit of work but it only costs your time.