Assuming you've already found a sound, just shove the mp3 or wav into this directory:
C:\Program Files (x86)\Steam\steamapps\common\Team Fortress 2\tf\sound
You might need to fiddle with the bitrate some to get it to work, but generally TF2 isn't that picky with its sound files.
Just be aware that it won't play in the actual hammer editor, although it probably will play in game, assuming it's an acceptable bitrate.