I am working on a speech recognition system and to begin with I need all phonemes of English in audio format by which I will be able to compare with my speech fragments.
There is no such thing. What can be recorded (i.e. what occurs in speech) is an allophone, and phonemes are abstractions built from allophones. Every allophone occurs in a particular context, so the acoustic value of /k/ in "keep" is different from the value of /k/ in "cool". Allophones also do not have well-defined acoustic beginning and ending points; for example the acoustic properties of [t] in "bat" extend backwards into the vowel [æ] so that one can (somewhat) identify "bat" as distinct from "bad" before reaching the consonant [t]/[d].