I don't know how to add WAV files, as when I add them, they don't load.
I just draggged and dropped a wav file into Snap! and it worked fine
Are you sure your files are WAV files and not something else - can you load them into something like Audacity to check?
How big are the files?
Any sound format that your browser understands should work in Snap!.
It might take while, but they will load (it's not indicated that it's loading the sound)
Finder doesn't seem to let me check - I'm using MacOS.
See if you can play the sound in Finder or Apple Music