It means your file isn't where it is expected to be.? Windows couldn't find it.? You should put your .wav file in the same directory with your schematic, and then refer to it just by its filename, with no 'path' or directories.
? ?"-3- I put my asc file into the ...\educational\ folder and all is 100% ok!"
I think you shouldn't do that!
The \educational\ folder is a folder of tutorial examples by Mike Engelhardt for you, NOT where you should be doing your work.? Keep your work area separate.
It also might be a Windows-protected area, which could cause problems.