The first thing you should try is to look through the game's installation directory. This is usually:
[The Game's Publisher]\
[The Name of the Game]
For games purchased on Steam, this would be:
[The Name of the Game]
You should be looking for a Sound folder of some sort. If you find a file with the suffix ".WAV", ".MP3", or ".OGG" you're in luck! That is exactly what you will be using in your editing program.
If you're having trouble finding the sound files by just browsing through folders, you can try using this thing I use called WinDirStat. It gives you a birds-eye view of your hard drive, displaying how much space the different files are taking up. It's completely free and open-source. http://windirstat.info/
In WinDirStat, tell it to scan the game's folder. After a minute or two, there will be a screen filled with colored rectangles. If you see a whole bunch of teeny tiny rectangles, those might be sound files. If you see one or just a few very large rectangles, those could be the sound files in archive form. Hover your mouse over the rectangles to see what the file names are and where they are located. You can usually tell by just that.
If you come across what looks like a sound file archive, you'll need some way to extract the sound files from it before you can make use of them. You should first try searching the interwebs for a game-specific extracting program, as those tend to be the easiest ones to use. Keywords to use are:
1) The file archive type (.bsa for example)
2) The name of the game
3) The developer or publisher of the game
4) The engine used to make the game
5) One of the following keywords: sound, audio, speech
6) One of the following other keywords: extractor, extract, unpacker, unpack, exporter, export
I only use about three or four of those keywords at a time. Remember that the more specific you are, the less results you will get. That can be good or bad. If your search turns up with nothing, try leaving out one or more of those keywords. If your search is so general that it gives you too many unrelated results, try being more specific by adding in another keyword. Or, just try using a different combination entirely.
Here is a list of a bunch of these types of programs:
Here is a website pretty much based upon this purpose:
Here is a powerful all-in-one extracting program (free and open-source too):
Well, that link seems to be dead now, but I think I was talking about Dragon Unpacker:
Once you have found an extraction program, download it and try it out. Occasionally, you will be able to extract files by simply dragging and dropping the archived file onto the extraction program. If that doesn't work double click it. If nothing happens when you double-click it, this might be one of the kinds without a GUI (Graphical User Interface).
For the no-GUI programs, it's better if you are familiar with DOS commands. I suggest first moving the files and the extraction program to a directory nearby the root of your hard drive. The folder name should be small and not include any spaces. So, for example, I made a folder directly in the C drive and called it "extract" (c:\extract).
In Windows XP, click the Start button on your desktop, hit Run, type "cmd" (no quotes) and hit enter.
For Windows Vista or Windows 7, you should be able to find the same program by hitting the windows symbol at the bottom-left of the screen, typing in cmd and clicking the cmd.exe that shows up on the list.
What you see now is called the Command Prompt, which is where your knowledge of DOS commands will come in handy. If you have no idea what you are doing, search for a beginners guide to DOS commands. Mainly, you'll be interested in how to navigate folders and run programs.
1) If the extraction program has a Readme file, read it before giving up on the program.
2) If you don't have any anti-virus and/or anti-spyware protection on your computer, try to avoid torrent and warez sites. These tend to come up in search results often, and they are really not what you are looking for.