There are many ways to create sound in a Flash movie. In addition to playing sounds with ActionScript, it is often easier to add the sound to a frame of the movie clip.
In CS6 there are sounds available by selecting Windows, common libraries, sounds. Find the sound you want and drag it from the common library to the project library.
There are also sounds available here, or you can search for sounds on the Internet. When you find a sound you like, save it to your computer, then import it to the library.