Amazon designed it for use with physical sensors, but because smartthings allows you to create a virtual contact sensor, you can trigger that based on anything that smartthings is aware of, and combine it with complex logic like time of day, who is home, etc. details in the thread. 
As far as the play a file feature itself, it’s part of the new Alexa routines (not smartthings routines), and can play any file that is in your Amazon music library. Again, that’s discussed in the thread linked to above, including an example of some sound effects files that people are using.