Note the yellow clip is connected to pad A1. Pad A0 is usually dedicated to audio and is not used in this tutorial.
Circuit Playground Express can use a variety of power sources, anywhere between 3V-5V is safe. This compact 2200mAh lithium ion cylindrical battery is excellent for powering projects like this.
A set of 3 AAA batteries also provides ample power, if that option is more convenient. If you're using a AAAx3 battery pack, check that the switch on the battery pack is set to "ON".
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With your pieces not mounted yet, you may want to assemble the circuit, put the code on, and test.
When working, speaking into the Circuit Playground Express microphone will cause the servo motor to activate. If you put the one arm horn on the servo, you can see the movement easier. That is also the horn used in the actual build. The other various horns that come with the servo can be saved for another project.