Got a new phone system at work and we need to create a .wav recording for the messages as it can't be done on the actual phone system itself I believe.
Yes, your Macbook Pro has a built in microphone. Just open Quicktime and do a sound recording.
File > New Audio Recording. Then, select the input to be "Input Microphone". You will get an .m4a file. Then, you can convert it to .wav probably using iTunes.