You can associate sounds with each of the states which have been set for an object, and it's very simple to do.

Simply select the WAV file you wish to use, and then select the looping option that you wish to use.

Sync loop with animation: This plays the sound, then when the animation reaches the start again the sound will play again

Async sound loop: This plays the sound repeatedly for the during the animation, but then doesn't play again when the animation restarts

Don't loop: Plays the sound once only