Praat can, of course, work with sound files that you recorded using some other software (see the website for the list of formats). However, it is also possible to record directly in Praat. To do this:

1. Click on ‘New’ and ‘Record mono Sound. . . ’ (shortcut: CTRL+ R).
2. Choose a sampling frequency. (44100 Hz is enough for everything we are interested in; if you are only looking at vowels even 22500 Hz should be fine)
3. Click on ‘Record’ to start the recording and on ‘Stop’ to stop it.
4. Name the recording (bottom right corner) and click on ‘Save to list & Close’.

Your recording should now be listed in the objects window.