Lookat my tutorial: How to Import Custom Music. Skip the compression part, since you don't need to, as long as your clips are short. Just import the sound files into WE using the Sound Editor, right click and select use as Sound.
I suppose you could attach the sounds here, but we do not have a Sounds section of the Resource Seciton (hardly anyone makes legal sounds anymore, they're all taken from some other game or source, which is illegal) so a Resource section for them would be pointless.