Download the Construct Classic examples kit in my signature, I think I have some sound file examples there. Otherwise you can also download the entire source to my I Had Hope alpha made in Construct Classic on that blog, which will definitely have code for playing audio from a file.
In the example Zenox98 says, the music and sounds have to be in a folder called "sounds" that is at the same level as the game project file (.cap) or exectuable (.exe) when exported.
Hope that helps!