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Opening any file with an application, e.g. media player, requires a file.
Thus you need to save your byte array into file in some format, e.g. WAV, and open it:
byte[] bytes = ...
string name = Path.ChangeExtension(Path.GetRandomFileName(), ".wav");
string path = Path.Combine(Path.GetTempPath(), name);
File.WriteAllBytes(path, bytes);
Process.Start(path);
This code will open user default media player, the same as you clicked on it in Windows Explorer.