The sounds that you add in the level editor are the .snt files that are located in the "sounds" folder. They are used for ambient sounds (like bats, rain, wind, etc.). All the music is in the "music" folder and, as Statyk said above, the music is scripted into the map.
To script the music into the map, use this function in OnEnter:
void PlayMusic(string& asMusicFile, bool abLoop, float afVolume, float afFadeTime, int alPrio, bool abResume);
asMusicFile - the music to play + extension .ogg
abLoop - determines whether a music track should loop
afVolume - volume of the music
afFadeTime - time in seconds until music reaches full volume
alPrio - priority of the music. Note that only the music with the highest priority can be heard! 0 - lowest, 1 - higher, etc.
abResume - if true, playback will be continued from where the track stopped after the call to StopMusic(); if false, the track will be restarted.