How do you download media from a website? You RIGHT MOUSECLICK and look for SAVE AS
That's the short answer.

So long as you've found a direct link that points to a proper audio file, this will work.
Any WAV, AIFF or MP3 you can find on the web can be downloaded and included in your projects.
Do a google search for what you're looking for, or look in websites like:

SOUND EFFECTS
CREATIVE COMMONS MUSIC
NOTES ABOUT DOWNLOADING
  • Some sites may package your downloaded files in a single ZIP
    You'll need to RIGHT MOUSECLICK the ZIP and "Extract All" to reveal the actual mp3 or wav files