The audio is a bit shaky for the overall intonation but not wrong. Try clicking to restart it again and again to hear only Θέλω. It is accurate.
On a standard QWERTY keyboard, when switched to Greek, you first hit the key next to L and then, straight away, the key of the vowel you want to add the accent on: ; + α = ά. You won't see anything before you hit the vowel key though.
Yes, it goes after the noun (occasionally after an adjective that is before a noun), and there is also the definite article before the noun as well.
So where we say, for example, "my bread", in Greek it's literally something like "the bread my".
You can't say just μου ψωμί or ψωμί μου.