Yes, you can easily import music by adding *.ogg music files into the "sound" folder. (*.mp3 are supported on mobile devices)
The sound folder is found in your local app folder (this changes depending on your system)
Inside you can categorise sound by dropping it in the appropriate folder:
AMB - ambient
BGM - background music
SFX - sound effects and is categorise into Animals, Monsters and Various.
Drop sound files in any of the folders and epicGM will automatically add it when next run.