Trying to split sound file frome video I shot in AVI format

I am useing the latest ver. Audacity on Windows XP pro.
I am trying to take the audio off the video I took on sunday of a tower block being blow up so I can use it in a Slide show of photos in Pic 2 exe.
Could anybody guide me to how I would go about this. I have used Audacity many time for AV’s for music and sound effects etc. I have never done anthing like this before.

Audacity does not support video, but if you also install FFMpeg you may (depending on the type of video file) be able to import the audio component of the video file.
See here for how to install FFMpeg: