Any DAW (digital audio workstation) or even most video editing software will display a waveform for the audio in a particular file. You can not, however, make a "sine wave of whatever audio file" because the file doesn't contain a sine wave.
A sine wave is a very particular type of fixed frequency oscillation. You would set a signal generator to a particular frequency for sinusoidal waves and it would create a sine wave at that frequency.
The waveform in an audio file for speech or music or anything like that is a much more complicated compound wave composed of many interacting frequencies.
All sound "frequencies" are simply rates of pressure change. The "volume" or SPL (sound pressure level) of a sound is determined by the amount of air that is moved. A loud sound moves a lot of air, a quiet sound moves a little air. A high frequency sound moves air back and forth a lot of times per second, a low frequency sound moves the air back and forth fewer times per second. When you combine the two, it moves the air in and out slowly for the low frequency with the high frequency causing variations along that slow oscillation because of the pressure change from the higher frequency. It all eventually ends up picked up by our ear or a microphone which is able to make sense of the pressure changes hitting it.
A waveform is simply the graphical representation of the amount of pressure (either high or low pressure relative to still air) that is being experienced at a given moment over time. It is the result of all the various frequencies that make up the sound you are hearing being combined.