Quote: "I didn't save it anywhere, I just saved it."
If you want to use the file in your game, you'll need to be able to tell your game where to find it. I'm not sure where you're saving it either, but it needs to go in the audiobank folder.
Quote: "I saved it as a avi"
TTS, or text-to-speech files should be saved as a .wav file. It is a sound file, not a movie.
When you choose the sound file for your sound zone, use the browse function and select the file from the audiobank folder. Don't just type the name in the box because the program doesn't know where that file is.
Best.
I'm sorry, my answers are limited. You must ask the right question.