Your music file format must be either .mp3 or .wav so you need to place it in the sounds or music folder. Both work.
Pretend your song is called Random.mp3 well, in Map Maker theres a box called "Music (Group Filename)" in that box you type the name of your song and its format.
So type Random.mp3 then when you test your map the music will be playing.
This will only work if your trying to play one song, not multiple.