Once you have the sound file containing all of your stimuli, you'll need to segment it into smaller, individual files for each stimulus. You can do this using the free acoustic analysis software Praat, available at praat.org.
Once you open Praat, you'll see that both a "Praat Objects" window and a "Praat Picture" window appear at start up. You won't be using the Praat picture window, so you can close that.
Before we begin cutting a sound file, let's just see what sounds look like in Praat. In the top menu, go to "Open" --> "Read from file" and choose your sound file. It should now appear highlighted in the Objects window. Click on "View & Edit" on the right-hand menu to see your sound file: