i dont know wot file extension is needed but do this:
File->Import->Import To Library->Select the file You Want
Then go to Window->Library
The 'Library' should show up...it should have the sound file in it
You may want to make a new layer for the sound.
With that layer selected, go to the library and click and drag the sound file onto te stage.
A blue wavy line should appear in the timeline.
Then click on the start of the sound file and drag it to where u want it to start.
There is probably a quicker way to do this but i dont know it
I hope this helps, if u get stuck, just let me know
here is a screenshot that mite help u
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