How?????????????

[Romulator]

Well, without being mean, you shouldn't really do an FC unless you know what you necessarily have to change in order to get a desired result.

However:
Changing the sounds revolves around this folder I believe:
C:\Program Files (x86)\Amnesia - The Dark Descent\redist\sounds\player\lantern\

Changing the sounds in there, relative to your FC, you can adjust the way your "lantern" object (which in this case is a flashlight) sounds.

Changing the sound for when you apply batteries (oil) is in here:
C:\Program Files (x86)\Amnesia - The Dark Descent\redist\sounds\ui
AND is called ui_use_oil.ogg and ui_use_oil.snt

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The thing about the images coming up before the actual game (select character) is called the premenu. I do not know how to configure it exactly, someone else may be able to, but I do not think many people have incorporated it into their Full Conversions.