You can still use AudioClip even if you're not using applets. Instead of using Applet.getAudioClip you can use the static Applet.newAudioClip(URL) method. This takes a URL, but you can convert a File into a URL quite easily:
But because the method takes a URL you can also use the getResource method of Class / ClassLoader.
Please do not post the same question multiple times. Let's continue the discussion in this duplicate thread. If you have questions about the answers provided there, post follow-up questions in that topic.