Not long time ago we featured simple Arduino wav player that played music stored in internal microcontroller RAM. Due to memory limitation, you can play only couple of seconds of sound on Arduino UNO. To remove this limitation Kathy Yang extended player by adding SD card, where any size and length music files can be loaded.
Before you can listen for music, wav files need to be converted in to appropriate format so Ardiuno could play them correctly. This is done by special software provided by author. In order to select file and play it, you need to connect to Arduino via serial port debugger, where list of files are visible and with several control commands you can play file, stop, pause or switch to next file. Having this you shouldn’t have problem implementing you own user interface to control player. But more practical way of using it would be embedding sound effects in to project – think of educational child toy or other.