What is an AFM file?

You have not answered my question:-

How have you wired up the Arduino to the speaker?

Also an SD card is 3V3 and you have a 5V Arduino so have you got level shifters on those pins like it says here?

If I can use Simple SD Audio, actually there is not a problem, but i can't.

Correct you need to convert your wav file, have you seen: SimpleSDAudio – Hackerspace Ffm

Is your SD card formatted as a FAT file system?

The file extension AFM is made up by the author, it is not a standard name, that is why you can find no trace of it. Have you followed the instructions for changing your file format.

Why not use TMRpcm, then you don't have to convert the file? Home · TMRh20/TMRpcm Wiki · GitHub