Sound Recorder (good old sndrec32.exe) saves in .wav format, so that'll import just fine. The biggest issue is tweaking the sound volume...

Of course, you'll probably still need to write out the dialog on-screen anyway, as a subtitle of sorts. Some people just will not understand your voice without it being written on-screen, and you have to account for that. Also, things like names or places that might sound unfamiliar have to be in text form anyway, so people know how to spell it.