Go to the sound editor, select the sound you want, Press the "Use as Sound" button (Ctrl + U). Your sound will then appear on the right part of the editor.
Now go to the trigger editor then use one of these trigger action to play your sound.

Trigger
Events
Conditions
Actions
Sound - Play No sound
Sound - Play No sound at 100.00% volume, located at (Center of (Playable map area)) with Z offset 0.00
Sound - Play No sound at 100.00% volume, attached to No unit
Sound - Play No sound at 100.00% volume, skipping the first 0.00 seconds
Sound - Destroy No sound
I don't know if it's necessary but you should destroy the sound after playing. ^^
This manner of playing will cause the sound to play all throughout the map unless you're using 3D sounds.
How to play sounds as 3D sounds? That I do not know. ^^'