Step 1: In the "Events tab", click on the "Default Work Unit" in the "Events" folder, and create a new "Play" sound event. Click on the "Play" sound event you created.
Step 2: Click back onto the "Audio" tab, and drag your sound from the hierarchy into the "Target" box in the Event Editor. (Note: This Event Editor will only display given you clicked on the "Play" event in the Events tab)