If you're looking for a way to insert an external sound or music file to your Construct 2 project, you can follow these steps.
Once you have the .Wav sound files ready, go to your Construct 2 project.
Double click the canvas and add an [Audio] object.
Right click a folder named Sounds (Under Projects window), and click [Import Sounds].
Pick the .Wav file you have prepared, and click [Import] and [OK] to import them.
There we go, the imported sound file is now ready to be used.
Go to your event sheet, create a new [System] -> [On start of layout] event.
Add a new event [Audio] and select [Play].
Select your audio file and there we go, the audio file will play when you run the game.