Even just having a "gnome theme" in my signature. I didn't create the music; I just embedded different music (in this case, I put a gnome theme from King's Bounty for the dungeons). It's not that difficult. In the advanced editor, you can select from the Music list and configure it similarly to the existing music.
Regarding the sounds, it's a bit more complicated. You need to work with exports, just like with creature models. If it's not necessary, I wouldn't bother.