Hi NIk,
Not quite sure what you mean here. Do you mean real sounds?. The only reasonable way to sounds out of a pic is to pulse one of the port pins at different frequencies using software loops or timers, the faster the pulse train, the higher the tone, the ratio of on/off times also affects the tone. If you mess arount a little you can set different routines to approximate to musical notes, and therefore be able to generate simle tunes, like birthday cards etc. You may need a series resistor and parallel cap to clean up the sound, just experiment. So the basis of all this, is just switching a pin on and off at the right freqency. Any more than this, you really need a sound chip.