How strange that this has never been posted
I had to double-check the forum just to make sure. It's pretty much the go-to SFX maker for retro games. A very nice tool.
Just a heads up... sometimes when exporting a .wav you will get a sound that plays in WMP or other media programs, but not in Construct. I think it's a header issue, and SFXR is exporting the .wav incorrectly. Construct is just picky about proper .wav format. At least it used to be back when I made This Cursed Rock, it might not be a problem now.
Anyway, if you get a sound that won't play in Construct, just re-export it, or re-encode it with Audacity or something.