Can I do this with the Uno?

In this Tutorial, they are using the Due board, can I do the same thing with an Uno?

If so what is DAC0 pin of of the Due board

Yes you can do the same sort of thing on a Uno but not with the same code.

The DAC0 pin is the Digital to Analogue converter output. There is not one in a Uno so you have to use either an external one or use the PWM and an RC filter to simulate an 8 bit one.
Without any external SD card you can get about 3.5 seconds of audio samples on a Uno.

I have an external SD Card and a reader, so far.

I will be using TRMpcm library to play .wav files.

Question: How do I use an extenal one?

An external what?

An External DAC

Actually do I even need a DAC with the library I'm using

No.