Making progress. I just ran the following on my computer: It played the wave once when it created it, once each for 'sinus.wav', './sinus.wav', and for the tempdir version, then finally played the WindowsDefault / error chime when it could not find 'DoesNotExist'. So, that means as long as the file exists and is readable (and is a valid wave file, presumably), Win32::Sound::Play() does what I expect.

Please add a fourth and a fifth entry to the for-loop: once for a local copy of your .wav, and once for the copy that's in some other directory. Then run the following script, and report the results.

use warnings;
use strict;
use Win32::Sound;

# Create the object
my $WAV = new Win32::Sound::WaveOut(44100, 8, 2);

my $data = "";
my $counter = 0;
my $increment = 440/44100;

# Generate 44100 samples ( = 1 second)
for my $i (1..44100) {

    # Calculate the pitch
    # (range 0..255 for 8 bits)
    my $v = sin($counter*2*3.14) * 127 + 128;

    # "pack" it twice for left and right
    $data .= pack("CC", $v, $v);

    $counter += $increment;
}

$WAV->Load($data);       # get it
$WAV->Write();           # hear it
1 until $WAV->Status();  # wait for completion
$WAV->Save("sinus.wav"); # write to disk
my $otherFile = $ENV{TEMP} . '/sinus.wav';
$WAV->Save($otherFile);  # write to disk elsewhere
$WAV->Unload();          # drop it

############
$|++;
for('sinus.wav', './sinus.wav', $otherFile, 'DoesNotExist') {
    sleep(1);
    printf "'%s' does%s exist and is%s readable\n", $_, (-f $_ ? '' : 
+' not'), (-r $_ ? '' : ' not');
    Win32::Sound::Play($_);
    (my $f = $_) =~ s{/}{\\};
    print qx(cmd.exe /c dir /N "$f");
    print "\n" x 4;
}

__END__
'sinus.wav' does exist and is readable
 Volume in drive C is Windows
 Volume Serial Number is XXXX-XXXX

 Directory of C:\usr\local\share\PassThru\perl\perlmonks

02/08/2019  03:08 PM            96,278 sinus.wav
               1 File(s)         96,278 bytes
               0 Dir(s)  113,186,381,824 bytes free




'./sinus.wav' does exist and is readable
 Volume in drive C is Windows
 Volume Serial Number is XXXX-XXXX

 Directory of C:\usr\local\share\PassThru\perl\perlmonks

02/08/2019  03:08 PM            96,278 sinus.wav
               1 File(s)         96,278 bytes
               0 Dir(s)  113,186,381,824 bytes free




'C:\Users\pryrt\AppData\Local\Temp/sinus.wav' does exist and is readab
+le
 Volume in drive C is Windows
 Volume Serial Number is XXXX-XXXX

 Directory of C:\Users\pryrt\AppData\Local\Temp

02/08/2019  03:08 PM            96,278 sinus.wav
               1 File(s)         96,278 bytes
               0 Dir(s)  113,186,381,824 bytes free




'DoesNotExist' does not exist and is not readable
File Not Found
 Volume in drive C is Windows
 Volume Serial Number is XXXX-XXXX

 Directory of C:\usr\local\share\PassThru\perl\perlmonks
[download]

As you might be able to guess, since I am able to access a .wav in my local directory and in a different directory, I see no reason why it should not work for you; thus, I added the file-exists / file-readable test and dir output to give some clue as to what's going wrong for you.