This site provides access to video-recordings of the sounds of the International Phonetic Alphabet.
It includes demonstrations of all the pulmonic and non-pulmonic consonants (each preceded and followed by an open vowel) and of the primary and secondary cardinal vowels as well as some of the more frequently encountered diacritical features. Each sound is made four times with a pause between the repetitions.
Because everyone's mouths are slightly different in structure and because each symbol represents a set of articulatory features rather than some ideal pronunciation, your pronunciation may not be identical to ours, but that doesn't necessarily mean that it is wrong.
the blue buttons at the top of the page enables you to access these recordings
The version of the alphabet used is the 1993 revision in its 1996 corrected form, and it will be helpful to have a copy of this to hand (a pdf version is available by using the CHART button at the top of the page).