Wikipedia has a pretty good intro to the IPA sounds, even some of the "click" sounds:
However, they don't include all the IPA sounds. Maybe they just haven't gotten to them yet. For example, the glottalized clicks, the nasal clicks, and the nasal vowels aren't in there. There are a few others that aren't in there as well, don't remember which ones.
Wondering if there is an audio library for all the IPA sounds somewhere in one place.