What I am trying to do is simple. I have a few .wav files. I want to remove noise and filter out specific frequencies. I don't have matlab and I intend to write my own code for all the filters. Right now, I have a way to read the .wav file and dump out the structure into a text file. My questions are the following:

1. Can I directly apply the digital filters on this sampled data?{ ie, can I directly do a convolution between my input samples and h(n) for the filter function that i choose?).
2. How do I choose the number of coefficients for the Window function?

I have octave, so if someone can point me to anything that gives me some idea on how to process the .wav file using octave, that would be great too. I want to be able to filter out the frequency and then listen to the sound again. Is this possible with octave?

I'm just a beginner with these kinds of things, so please bear with me if my questions are too naive. Any help will be great.