Congratulations. With a few parts you have made your first robotics project.
The basics shown in this guide and others on the Adafruit Learning System will allow you to customize your own projects.
If you are working with CircuitPython and want to create your own WAV files, please follow this guide on ensuring the audio files are in the right format for Circuit Playground Express or other Adafruit microcontrollers. The audio files should not be too large (like a whole pop song) as space is limited on microcontrollers. Most sound effects and short sentences should work fine.
You can pick the colors for the NeoPixels for CircuitPython from the handy guide at https://www.w3schools.com/colors/colors_picker.asp.