This is the second box.

If there is an "x" in the sound bar, it means that there isn't any audio for that box.

Notice that there is also a file option in the sound bar. Clicking on that will open the audio file in your default sound player. Just for this page I have caused an x in the sound bar, indicating no voice message, but have put a message that you can hear by clicking on file as a means for you to try it.