on the same site i linked you will find the sound files. The music is still only combination of warcraft 3/wow, starcraft and diablo musics, but you can listen to the voice of the heroes.
No; the site you linked has incomplete assets, including music. There are several very badass remixes and new tracks altogether. There is a rock/metal version of the Karazhan opera theme, for instance, as well as a remix/medley based on the Human 2 Theme from WarCraft 2.
The data.* files are merely zlib compressed archives, easily opened by 7zip and the like.
All of the files are compressed into a large container, in that container is one smaller container for every single file. Even if you remove the smaller containers from the larger one, you still haven't gotten much closer to opening them correctly (with filenames).
If you don't understand the format perfectly, it's easier to just search for file headers and strip the contents of files out that way, dealing with the inevitable damage to the files. This is what that fansite did, and it is why its data isn't as good as it could be.
The MPQ files have actually been entirely disassembled in this new format. It's actually fairly bizarre how it is done because when you come across one of those 37000 small containers that is an MPQ, it will contain a symbolic link pointing to a container that is not listed in the index (it won't be in MPQ format either).