Take a look at the second link that after putting "audio recording mfc" google has given me:
How to play and record sounds
Take a look at those samples from CP:
Here you will see some samples of different CFileDialog usage, you could take a look at CFileDialog samples in Google, which will give you the pointers on how to get the possibility to navigate folders searching for files...
Then it will be really easy to harvest the file path and name and put it into a CEdit.
If you want to "record" or copy only a part of a sound wave stored in a sound file... then, first of all your question is at least bad formed, but after that you need a complete different solution than what I gave you before... I would point you to the Audacity project which is a open source project that is used to "play" with sound files.
Probably there you'll find good examples of everything you could need regarding sound files.
You are giving not much details on what you need and the new details are completely different from what you asked at the beginning.
If I were you I would make a completely new question and would wait for someone to help. Of course while I would be researching on my own.