The iPhone's Messages and Mail apps enable you to preview audio files you have been sent, but you cannot download those files to your phone so they can be used in the device's Music app. However, you can get around this via the iTunes library on your computer. By opening the file in your computer's library and then syncing your iPhone with that computer, you can save audio files directly to your phone's storage, enabling you to play them while offline like any other song or sound file.

Step 1

Open the “Messages” app, select the conversation containing the audio file, then tap the file to open it. Tap the “Forward” button, and then select “Mail.” Enter your own email address in the “To” field and then tap “Send” to send the sound file to yourself as an email attachment. If you were sent the file in an email to begin with, you can skip this step.

Step 2

Open the email on your computer and save the sound file to your hard drive.

Step 3

Open iTunes on your computer. Click on the “File” menu and then “Add To Library.” Select the file you downloaded and click the “Open” button to add it to the iTunes library.

Step 4

Connect your iPhone to your computer and click the “iPhone” icon in iTunes to open the phone's setup menu.

Step 5

Click on the “Music” tab and check the “Sync Music” box. Click on the “Apply” button to sync the music in your iTunes library to your phone. The file you downloaded will be copied to your iPhone's internal memory, and will be accessible through the Music app.