They can just double-click on the command to emote. A few other things in chat will jump right out at you. First, when there are a lot of chatters in the room, the text will scroll quite fast. You may also notice that people tend to use abbreviations for frequently used phrases. A .wav file is a sound file.
Chatters can play sound files that others can hear.
In order to hear the .wav file, you must have it on your computer. So you'll sometimes see chatters swapping .wav files. Sounds are a lot of fun. Once you've been chatting for a while, you'll probably want to try playing and listening to some sound files yourself. The Women's Network was once as new to the chat game as you are now.