Want to learn how to generate sound effect or simply play melodies on your microcontroller project? You should read nice series of articles in uchobby where is deep analysis made on how sound can be generated by using limited resources.
This time he describes Bit-Banging Sound generating technique with source code example. Bit-bang is simple output toggling at desired frequency. To play a musical note, specific frequencies are needed that are played for a specific amount of time. About other sound generating techniques and comparison read here. Further you can find simple experiments that leads to nice sound wave generation with Arduino board.