Principal.cs

using System;
using System.Media;
using System.Threading;
using System.Windows.Forms;

namespace R809ReproducirSonido
{
    public partial class Programa : Form
    {
        public Programa()
        {
            InitializeComponent();
        }

        private void Programa_Load(object sender, EventArgs e)
        {
            Console.Beep();
            Thread.Sleep(500);

            Console.Beep(200, 300);
            Thread.Sleep(500);

            SystemSounds.Exclamation.Play();
        }
    }
}