Well, there might be a different way to do it, but here's what I do:
Take an mp3 file and place it in c://Drive - FeralHeart - media - sounds. Open the game and go to the map maker and bring up the map you want the song in, and type the title of the song exactly in the bar that says "Music (Group or Filename)." The spelling has to be the same, down to the capitals, otherwise FH won't be able to find it. Save the map. See if the file worked by testing the map.