Can you explain how I do that? I'm still learning the basics.
In Construct, the entire event sheet is called every tick (nominally 60 times each second). Most likely, you don't want to start playing a sound every tick.
Instead, you probably only want to play the sound once when a particular event has occurred. For this you will need to use a "trigger". Many conditions are automatically designated as triggers, such as "On Start Of Layout", but some conditions are not, such as "health <= 0". In the latter case, you can add an additional condition called "Trigger Once While True". This will cause the event to only be called once, instead of every tock.