Hi, the PC uses the same file folder system. But Windows automatically stores system files in the local App Data Folder.
Please see the link on how to find the proper folders.
For windows : https://support.pointlogic.com/faq/troubleshooting/accessing-the-appdata-folder
For Mac: https://help.ableton.com/hc/en-us/articles/209070509-How-to-access-hidden-folder...
You can use the above links to find the folder, typically placed in [Local App Data]/Application Support/Gavelsoft/epicGM/Sounds/
There are 3 folders inside:
AMB for ambient music, BGM for any music, SFX for sound effects.
As an additional limitation, the files must be *.ogg format. Unity doesn't provide free codecs for PC apps.