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1. Create a Sound file, and in SrcName, specify the desired sound (it's best to create a folder beforehand for such sounds and other files, for example, "Complete"). Right-click on the sound and select Export. It will take a few seconds, and you're done.
2. Perhaps, although I've never done it, the existing arenas were sufficient. Otherwise, mark SelectTables AdvantureFlybyScene->Scenes/CombatArenas, and you can create your own!