In what? We have 3 categories for hitsounding: normal, soft and drum. Of that then always hitnormal, hitwhistle, hitclap and hitfinish. For example: soft-hitfinish, normal-hitwhistle, etc.
If you have .mp3's or .wav's of it, just add them in your beatmap song folder or skin folder (I don't know for which do you want to use them).
edit: oh, and if you mean to add hitsounds in general: you mark an object and select a hitsound of your choice (finish, whistle or clap) on the right side of the editor.