Recommendation on audio hardware

I'm putting together an Arduino Mega 2560 build for my dad's model train set and I'm looking for something that I can use to play a variety of short sound affects that would be selected and triggered by the program running on the Arduino. I'm have a difficult time discerning whether or not the boards I'm looking at online allow you to select which sound file you want to play.

Does anyone have a recommendation? Preferable something easy to use with decent documentation...

Try the DFPlayer Mini MP3 Player Module For Arduino. They are cheap and you can put whatever sounds you want on a micro SD card and play them.