phht.... I know its a little annoying to upload music.
right click on the music folder in project file listing (next tab of layers)
import, then select the music you want.
it should attempt to format the music file to what you need. once done, you have to choose the right formatted file for it to play through events.
I know there are specifically some files that cannot convert, so, a file converter is needed separetly. that's where i'm out.