This small XAudio2 example should work as is on Windows 10. For earlier versions, change the dll name as needed. This is not production-ready code because it does not perform any error checking whatsoever. In particular, one should check for success on every API call before proceeding, and in case of heap allocation, check that the memory was actually available. Also, typically audio APIs are used in applications with event loops (as in windows desktop apps), so that playing a single sound buffer is not the last thing the program does before exiting.

// XAudioDemo.cpp : Defines the entry point for the console application.
//
// NO WARRANTY! The code provided is just for example purposes.
// The code below skips almost all error checking so it should not be used in production applications as is.
// In real code we should check for failure and success for all API calls and memory allocations.

// -Niko

#include "stdafx.h"

/*
In addition to the default console app headers, we include the following in stdafx.h:

#include <Windows.h>
#include "XAudio2.h"
#include <cmath>
*/

typedef HRESULT WINAPI xaudio2_create(IXAudio2**, UINT32, XAUDIO2_PROCESSOR);

int main()
{
	CoInitializeEx(0, 0);
	HMODULE XAudioLib = LoadLibrary(L"xaudio2_9.dll"); // for windows 10, use XAudio 2.9
	xaudio2_create* xaudiocreate;
	xaudiocreate = (xaudio2_create*)GetProcAddress(XAudioLib, "XAudio2Create");

	IXAudio2 *pxaudio = NULL;
	xaudiocreate(&pxaudio, 0, XAUDIO2_DEFAULT_PROCESSOR);

	IXAudio2MasteringVoice *pMasteringVoice = NULL;
	pxaudio->CreateMasteringVoice(&pMasteringVoice, XAUDIO2_DEFAULT_CHANNELS, 22050);

	IXAudio2SourceVoice *pSourceVoice = NULL;
	WAVEFORMATEX sourceFormat;
	sourceFormat.cbSize = 0;
	sourceFormat.nAvgBytesPerSec = 22050 * 2;
	sourceFormat.nBlockAlign = 2; // 2 bytes per sample
	sourceFormat.nChannels = 1; // mono
	sourceFormat.nSamplesPerSec = 22050;
	sourceFormat.wBitsPerSample = 16;
	sourceFormat.wFormatTag = WAVE_FORMAT_PCM;

	pxaudio->CreateSourceVoice(&pSourceVoice, &sourceFormat);

	XAUDIO2_BUFFER buffer = { 0 };
	
	buffer.Flags = XAUDIO2_END_OF_STREAM;

	INT16* sampleData = new INT16[22050 * 2]; // 2 seconds of 22050Hz mono data

	// sound synthesis
	for (int i = 0; i < 22050 * 2; ++i)
	{
		double sv = std::sin((double)i / (double)22050 * 5000.0); // sine wave
		sampleData[i] = sv * 32767.0; // amplify from -1...1 to sample range
	}

	buffer.AudioBytes = 22050 * 2 * 2;
	buffer.pAudioData = (BYTE*)sampleData;
	pSourceVoice->SubmitSourceBuffer(&buffer);
	pxaudio->StartEngine();

	pSourceVoice->Start(0, XAUDIO2_COMMIT_NOW);

	// Since we are in a console app, we need to sleep here so as to not exit immediately.
	// In desktop apps, we could handle the XAudio voice callbacks instead.

	Sleep(2000); 
	pxaudio->StopEngine();
	delete[] sampleData;

    return 0;
}