I'm pretty sure it can't, but I haven't done any 5.1 projects and need some advice on how to do this...

I need to make some sounds that will play only on a specific speaker and I need at least 3 different speakers.

My father (54) needs it for his railroad (not sure how you call it, miniature)
I'm not sure if it should be called a miniature, cause it's 12x6 meters long.
He wants to put a speaker under his 3 big stations so that it gives certain sounds.
For now, all I now is that his software can be made to play wav files when you want it.
I haven't studied other options yet, cause the software is in German.

Can someone give me a hint on how to do it...

Yes, you can have PCM files in a 5.1 configuration, but it takes some doing. You're much better off doing this as an AC3 or DTS mix.
More information about your software would be most helpful. I'm assuming you want to deliver the master on a DVD that your father can play in his train space?

Well, I don't own any specific audio software, I'm mostly doing stuff with Premiere.

And the sound I don't want it on a DVD, because his train software can play the sound from the harddrive when a specific train comes to a specific place.

For now, all I know it can play is wav.

What software does your father have? And more importantly, can it support multi-channel output?

The software he is using is Windigiped.
And it says it supports 2-8 channels.

WAV does support 5.1, but his software might not, so see for yourself; here is a sample 5.1 WAV (http://freesound.iua.upf.edu/samplesViewSingle.php?id=6473).