Pretty simple, here's a step by step
(First and third step are clickable and show an image of what I mean)
Open the maps folderIn the editor press "File" and then "Open Song Folder", this will bring you to the destination quickly.
Drop the mp3 thereJust copy and paste it into the maps folder.
Edit the desired .osu file for the difficultyOpen the desired .osu file in a suitable editor.
(The build in windows editor works fine)In the line "AudioFilename:", replace the existing name with the one you want to use in that difficulty.
Save the .osu fileJust press CTRL + S and then close it.
Afterward, leave the osu editor (in-game) without saving there and re-enter it, it should now have loaded the new songs for the respective difficulties you've changed.
