This is more advanced, but it's the best way there is.
1. Go to the sound editor in WE and right click the sound you would like to use in your map.
2. Select "Use as Sound". If it's an .mp3 file, it will say "Use as Music".
3. Modify the sound to fit your means, ask help if you get confused.
4. The sound will be refered to in the presets of the action "Sound - Play (Sound)".