You need to install an APP for you to listen to a wav file using Android smart phones. Unlike iPhone, you can play/listen to your voice message wav files without additional app installation.
It took a while for me to figure out which APP to install from Google Play store, they have hundreds of wav
Anyway, in Google Play Store search for "Remote Wave Free" by Yongtao Wang. I installed and tested listening to a voice message saved in wav file.
Here you go I saved you 15-30 minutes of searching and testing. Hope this help.