Pretty much as the subject says! Hold down the Shift key when selecting frames with sound will play that frame’s sound. We’ve had this request from users to be able to play a snippet of sound when you click a frame. It seems that was written into Flash with the Shift key modifier.
There are some limitations with reselecting the same frame, and because Shift selects contiguous frames you need to go in the same direction along the Timeline or re-start your selection to play the individual frames. However, it does add some functionality that you might be able to add to your workflow.