1) Select an audio track (Arrange window) 2) put the cursor at the desired time point 3) go to main menu and choose: Audio > Import Audio File.. and pick the sound file from where it is stored on your computer.

Or: from main menu pick Audio > Audio window. Then from the Audio window's menu choose: Audio File > Add audio file, and pick the sound file. This way you can use this "Audio window" as a palette from which you drag and drop sound files in the Arrange window (at the desired track and time point). It is convenient to select Window > Tile Windows Horizontally, so that Arrange window and Audio window don't overlap.