You locate the music file(s) you want and put them somewhere on your system. Then you right click the "music" folder in your Construct2 tree and select import and navigate to where you saved them. Now all you need to do is use a system event and some actions via the audio plugin (make sure its in your project if not already).
As far as where to find it.. you can find game music many places, just google it. Most game site stores (Construct 2, Unity, GameMaker, etc) will carry it too. Depending on your theme you can also make your own using available tools (google) and recording software.