late reply but:
Look up LordRaika's userpage. There's a library of hitsounds for you to choose.
To add hitsounds, just click on the object and choose whether Clap, Finish and/or Whistle at the right of the editor.
To import particular hitsounds, rename the file name into [sampleset]-hit[sampletype][number] with [sampleset] being Normal, Soft or Drum, [sampletype] being Normal, Whistle, Finish or Clap and [number] being the sample number you want. e.g. soft-hitclap4
Then, open Timing Panel, add a green line (uninherited timing points), in the Sample section, select the third option and put a number you added in the [number].