on any event simply select
play music
or
play sound

- screen grab - click to enlarge
or in scripting, select any of the functions
PlaySound
PlaySound2
PlayMusic
PlayMusic2
and then load the sound file..
example code:
PlayMusic2("
yourmusic.ogg", 1.000000, 1, HIGH_PRIORITY_MUSIC);
where
youmusic.ogg, is replaced with the name of your sound file..
see the script reference for more info
http://game-editor.com/docs/script_reference.htm