For this sketch, we need to do something for the first time. We need to download a library, save the library in our Documents - Arduino - libraries folder, and then this sketch will work. Verify that the PCM library has been added by checking Sketch - Import Library, you should see PCM at the bottom of that list, in it's own section of libaries that you've added. It will also be at the bottom of File - Examples. It should not be under File - Sketchbook.
1 Arduino
1 USB cable
1 Breadboard
1 Piezo Speaker
Various Resistors
1 Push Button
5 Jumper Wires
1 Capacitor