how do i add custom sfx?

[Snoop Da Dogg]

this is probably a simple task to do, but I don't yet know how to do it. I only know how to add custom music files.

by SFX, I mean being able to add a sound here:

I've tried searching, but I haven't been able to find anything. thanks for the help!

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[Conan]

Look up any sound addon and see how it works. Custom weapon sounds do this as well.