Sounds need to be exported in exactly the same way! That is, create an xdb file, write the path to the actual existing sound in it (not embedded in the map archive, but located somewhere in a folder, for example, Complete, as in the example in the link), in advanced editor mode, right-click on this xdb file, and click "Export".
In general, the difference from that tutorial is only that some steps can be skipped (for example, installing Maya, etc.).