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Do somebody know if is it forbidden to use data from another game?
(sounds, images etc)
If I for example want to have a nice trex roar in my game, can I take it from another game? Or can I take it from web?

Taking it from another game or the web is illegal. It’s somebody else’s work. It's comparable to copying a Guns n Roses CD and passing it off as your own work. There are exceptions however, if you get written permission from the author or you pay for some royalty free sound, images etc then that’s fine. But just downloading or screen-grabbing images either from the web or even games you've bought for use in your games could see you land in some serious trouble

if there a copyright (c) on it, yes its illigal and your can get charged.
If there isnt copyright, then serve your self taking everything...

if there a copyright (c) on it, yes its illigal and your can get charged.
If there isnt copyright, then serve your self taking everything...

Not entirely so. Copyright is an assumed condition. You can only use another person's media with their express permission whether that media has a big (C) emblem on it or not: international intellectual copyright laws presume ownership on the part of the media creator. So just because there is no signature, no name and no trademark on a piece of art or music etc does not mean it is advisable to include it in any work you plan to do for profit.

Another misnomer is "royalty free" - this doesn't necessarily mean you can instantly use the media for nothing. The majority of quality "royalty free" media - htat is, professional level musical scores and high quality graphic sets - are licensed at a price - you purchase a license, and can then use the media without paying royalties on it.

Copyright and games creation is a serious issue - consider that Dan Brown, of "The DaVinci Code" fame, is currently being sued for the alleged theft of a "concept" in his book - not for using a piece of art created by an individual, but for the use of an idea! So if you are going to use a piece of music, or some artwork, or even a sound byte, from an existing source, be absolutely certain where the copyright lies, and what conditions you must meet in order to use the media legally if it's for commercial purposes.

I will make the sounds etc on my own. Thank you for help!

One great site for Music and FX where I've bought a few tunes for my game is:

http://shockwave-sound.com

As Mardi-Gras says, these kinds of sites offer 'Royalty Free' music and sound effects, however you MUST pay for a licence before you use them!