I suggest you start by looking http://cs.elderscrolls.com/constwiki/index.php/Main_Page - especially at the quest tutorials, as they put the creation of dialog into context. There's not a lot of tutorial around detailing how to do the random conversations between NPC's, but that builds on the quest dialog methods, so you need to learn that first. Voice (sound) files aren't needed, but can be added later if you want to do so.
And this thread probably belongs in the Construction Set forum. It will get more attention there.