Where is sound stored when a camera has picture audio captions?

My camera which is an Olympus Stylus 740 has the option to record a few seconds of sound after taking a picture. Where is this sound stored? If it is with the picture then I assume that only Olympus software could play it.Where is sound stored when a camera has picture audio captions?
for my other Olympus camera, the voice annotation is stored as a .wav file with the same file name as the associate .jpg file - the .wav %26amp; .jpg files are stored in the same directory.Where is sound stored when a camera has picture audio captions?
yes the software can play it


or play it back on the camera
i have a samsung camera, which you turn a nozzle on the north side, on the screen it displays what the icon means, e.g.audio formatted files