Win32APIを利用してBGMや効果音を再生するプログラムのサンプルソースコードを紹介します.C/C++でのプログラムで,Windows.hを使ったものです.bgm.wavとbell.wavは各自で用意してください.
#include <stdio.h>
#include <conio.h>
#include <Windows.h>
#pragma comment (lib, "winmm.lib")
int main()
{
    char bgmfilename[] =
"bgm.wav";
    char bellfilename[] =
"bell.wav";
    char ch;
    PlaySound(bgmfilename,
NULL, SND_FILENAME 
| SND_ASYNC | 
SND_LOOP);
    MCI_OPEN_PARMS bellopen;
    bellopen.lpstrDeviceType = "WaveAudio";
    bellopen.lpstrElementName = bellfilename;
    mciSendCommand(NULL,
MCI_OPEN, 
MCI_OPEN_TYPE | MCI_OPEN_ELEMENT, (DWORD)&bellopen);
    printf("[ESC] 
End, [SPACE] Bell\n");
    for (;;) {
        ch = _getch();
        if (ch == 0x1B)
break;
        if (ch == ' 
') {
       
    mciSendCommand(bellopen.wDeviceID,
MCI_SEEK, 
MCI_SEEK_TO_START, 0);
       
    mciSendCommand(bellopen.wDeviceID,
MCI_PLAY, 0, 0);
        }
    }
    mciSendCommand(bellopen.wDeviceID,
MCI_CLOSE, 0, 0);
    PlaySound(NULL,
NULL ,0);
    printf("Press 
any key\n");
    _getch();
    return 0;
}