Dim previousValueE As Variant
Dim previousValueF As Variant
Dim previousValueG As Variant

Private Sub Worksheet_Change(ByVal Target As Range)
On Error GoTo ExitHandler
Application.EnableEvents = False

' Проверка изменения в колонке E
If Not Intersect(Target, Me.Columns("E")) Is Nothing Then
If Target.Value <> previousValueE Then
PlayAudioFile "C:\path\to\your\audiofile1.mpeg"
previousValueE = Target.Value
End If
End If

' Проверка изменения в колонке F
If Not Intersect(Target, Me.Columns("F")) Is Nothing Then
If Target.Value <> previousValueF Then
PlayAudioFile "C:\path\to\your\audiofile2.mpeg"
previousValueF = Target.Value
End If
End If

' Проверка изменения в колонке G
If Not Intersect(Target, Me.Columns("G")) Is Nothing Then
If Target.Value <> previousValueG Then
PlayAudioFile "C:\path\to\your\audiofile3.mpeg"
previousValueG = Target.Value
End If
End If

ExitHandler:
Application.EnableEvents = True
End Sub

Sub PlayAudioFile(filePath As String)
Dim player As Object
Set player = CreateObject("WMPlayer.OCX")
player.URL = filePath
player.controls.play
Do While player.playState <> 1 ' 1 = Stopped
DoEvents
Loop
player.close
End Sub