Arduino, SD card, tools, speaker and headphones are not included. It is fairly easy to construct and anyone with a successful soldering project under their belt should be able to build it.
The shield comes with an Arduino library for easy use; simply drag uncompressed wave files onto the SD card and plug it in. Then use the library to play audio when buttons are pressed, or when a sensor goes off, or when serial data is received, etc. Audio is played asynchronously as an interrupt, so the Arduino can perform tasks while the audio is playing.
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