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)
"LocalAppFolder"/Application Support/Gavelsoft/epicGM/Resources/Sounds/
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.