Speaker and SD card

I was wondering if its possible to have a Arduino play anything besides tones on a piezoelectric speaker. I know you need pwm for tones and i have a sd card(I have a 2.8" TFT Touch Shield for Arduino - 2.8" 2.8 TFT Touch Shield for Arduino [2.8] : ID 376 : $59.00 : Adafruit Industries, Unique & fun DIY electronics and kits which has a microsd card slot) so i could store data on that. Someone tell me if this is possible with a arduino.

Yes, you can play tones out to a speaker too. One way is to use this before void setup:

 #include "pitch.h"

// notes in the melody to play when a touch is scored:
int thisNote = 0;
int noteDuration = 0;
int pauseBetweenNotes = 0;
int melody[] = {
NOTE_B5, NOTE_G5, NOTE_B5, NOTE_G5, NOTE_B5, NOTE_G5, NOTE_B5};
// note durations: 4 = quarter note, 8 = eighth note, etc.:
int noteDurations[] = {
12,12,12,12,12,12,4};

and this in void loop

    // create a warble once
    for (thisNote = 0; thisNote < 8; thisNote++) 
    {
      // to calculate the note duration, take one second 
      // divided by the note type.
      //e.g. quarter note = 1000 / 4, eighth note = 1000/8, etc.
      noteDuration = 1000/noteDurations[thisNote];
      noTone(17);       //apparent known bug - need this for the tone to play next.
      tone(17, melody[thisNote],noteDuration);
      // to distinguish the notes, set a minimum time between them.
      // using the note's duration + 10%:
      pauseBetweenNotes = noteDuration * 1.10;
      delay(pauseBetweenNotes);
      // stop the tone playing:
      noTone(17); 
    }

pitch.h is this:

/*************************************************
 * Public Constants
 *************************************************/

#define NOTE_B0  31
#define NOTE_C1  33
#define NOTE_CS1 35
#define NOTE_D1  37
#define NOTE_DS1 39
#define NOTE_E1  41
#define NOTE_F1  44
#define NOTE_FS1 46
#define NOTE_G1  49
#define NOTE_GS1 52
#define NOTE_A1  55
#define NOTE_AS1 58
#define NOTE_B1  62
#define NOTE_C2  65
#define NOTE_CS2 69
#define NOTE_D2  73
#define NOTE_DS2 78
#define NOTE_E2  82
#define NOTE_F2  87
#define NOTE_FS2 93
#define NOTE_G2  98
#define NOTE_GS2 104
#define NOTE_A2  110
#define NOTE_AS2 117
#define NOTE_B2  123
#define NOTE_C3  131
#define NOTE_CS3 139
#define NOTE_D3  147
#define NOTE_DS3 156
#define NOTE_E3  165
#define NOTE_F3  175
#define NOTE_FS3 185
#define NOTE_G3  196
#define NOTE_GS3 208
#define NOTE_A3  220
#define NOTE_AS3 233
#define NOTE_B3  247
#define NOTE_C4  262
#define NOTE_CS4 277
#define NOTE_D4  294
#define NOTE_DS4 311
#define NOTE_E4  330
#define NOTE_F4  349
#define NOTE_FS4 370
#define NOTE_G4  392
#define NOTE_GS4 415
#define NOTE_A4  440
#define NOTE_AS4 466
#define NOTE_B4  494
#define NOTE_C5  523
#define NOTE_CS5 554
#define NOTE_D5  587
#define NOTE_DS5 622
#define NOTE_E5  659
#define NOTE_F5  698
#define NOTE_FS5 740
#define NOTE_G5  784
#define NOTE_GS5 831
#define NOTE_A5  880
#define NOTE_AS5 932
#define NOTE_B5  988
#define NOTE_C6  1047
#define NOTE_CS6 1109
#define NOTE_D6  1175
#define NOTE_DS6 1245
#define NOTE_E6  1319
#define NOTE_F6  1397
#define NOTE_FS6 1480
#define NOTE_G6  1568
#define NOTE_GS6 1661
#define NOTE_A6  1760
#define NOTE_AS6 1865
#define NOTE_B6  1976
#define NOTE_C7  2093
#define NOTE_CS7 2217
#define NOTE_D7  2349
#define NOTE_DS7 2489
#define NOTE_E7  2637
#define NOTE_F7  2794
#define NOTE_FS7 2960
#define NOTE_G7  3136
#define NOTE_GS7 3322
#define NOTE_A7  3520
#define NOTE_AS7 3729
#define NOTE_B7  3951
#define NOTE_C8  4186
#define NOTE_CS8 4435
#define NOTE_D8  4699
#define NOTE_DS8 4978

I ment anything besides tones, sorry if I caused any confusion.

Well, you could get a speakjet chip and make noises that way.
Or use an external 12/16 bit DAC and send it int's from the SD card.

Why external DAC? whats wrong with the built in PWM?

Sure, give that a try.
If you use analogWrite, you can pulses from 0/255 wide up to 255/255 wide switched at ~490 Hz.
Run the output thru a low-pass filter to smooth it some, and then amplify as needed.