I Don't Get Sound or Music..

Alright, I can't find a whole lot of helpful things on this, so I feel like I'm missing something, but I really just don't understand how sound or music works in here, and I can't get it to work, so can someone explain this to me or direct me to a thread that does or something?

What I don't understand is, if you add sounds or music files to the Project tab on the right, how do you play them? And if I have to load them from somewhere else on the computer, do they still get put into the final .exe or whatever?

For what i know and im using in my game. The sounds have to be loaded from file. Like an Folder in your application directory. You can rename the files to somehting like .pwned or so XD

But if someone knows it better he should tell us.

You need to add any music or sound files to the "files" folder then add an XAudio2 object. Then you can play sounds with the XAudio2 action "autoplay resource".