You just click on the the little speaker icon. Looks like most of the sound files are in the vocab sections. When I took Greek, I bought the paper book - it came with a CD with some short lectures (I think they're now called Chapter overviews). Check out this link. Those 'lectures' are an updated version of what came with my hardbound book. Looks like there is even more good stuff on the Teknia.com site than when I started out. Definitely download this — I printed the sheets and had them laminated, back to back, for reference. It's very, very useful to have all that stuff on a single, durable sheet for reference and quick review. Believe me that learning Greek is worth the effort and even the bucks. I love the language. I understand the NT in ways I would not otherwise had I not studied Greek. I thought it was fun, too. I listened to all the chapter overviews at least once as well as attending class. It really helped.
For 1st semester Greek (Parts I & II of Mounce's book), all you need is the textbook & workbook. Download the answer key so you can check your work. Beginning in 2nd semester, we started using a Gk NT. If you like what you're learning in 1st semester and want to continue, there are a few resources I'd recommend. Post back when you get there.
I have learned to really appreciate having the Greek grammars on my computer. I can check things out and study away from home with just my MacBook Air. No hauling a bunch of heavy books around (that need shelf space at home).
Mounce's book is truly excellent. When I was praising the book to her after class, my 1st year Greek teacher told me she didn't know how they managed to teach any Greek before it was published!