Yes, when you load the video file, it also loads the audio..., you need to ungroup them, then you can select just the video part, and press delete to remove it. now you are just left with the audio. You can then export the audio as .wav or .mp3.
To export, go to the drop down menu 'File' > 'Export movie' > 'Audio as...' and then save it to a location you can easily find.