WhatsApp is currently making back-end changes which are allowing some WhatsApp users to share any file type with their contacts.
Previously users were only able to share csv, doc, docx, pdf, ppt, pptx, rtf, txt, xls, xlsx and similar files, and had to use all kinds of tricks to send files such as mp3 files.
File size is still limited to 128 MB from the phone and 64 MB from the Whatsapp Web client, but this should still be sufficient for most needs except video.
The feature does not require a software update and is slowly rolling out to users on a piecemeal basis.
You can get the latest version of the app in the Windows Store here.