I can't hear the pronunciations on my iPod

There could be only 2 problems:
1. You have not imported the folder of audio files into your iTunes library, or
2. You have not yet synchronised your iPod with your iTunes library.

You have to drag and drop the pronunciation audio files to your iTunes library, the same way you add music to your iTunes library.
After that you have to transfer your audio files to your iPod (same way you would synchronize your iPod with your iTunes library)