So you will need to add a custom AngularJS module as per this link - https://help.infiniteautomation.com/getting-started-with-a-user-module/
This component will just watch for new events of a certain level and play the sound, you can customize it to your needs.
define(['angular', 'require'], function(angular, require) {
'use strict';
var userModule = angular.module('userModule', ['maUiApp']);
userModule.component('eventAudio', {
    bindings: {
        audioFile: '@',
        eventLevel: '@'
    },
    controller: ['maEvents', '$scope', function(maEvents, $scope) {
        this.$onInit = () => {
            maEvents.notificationManager.subscribe((event, mangoEvent) => {
                if (mangoEvent.alarmLevel === this.eventLevel) {
                    new Audio(this.audioFile).play();
                }
            }, $scope, ['RAISED']);
        };
    }]
});
return userModule;
}); // define
Use it like this
<event-audio audio-file="/audio/critical.mp3" event-level="CRITICAL"></event-audio>
If this is all too complicated, I might add something similar to this into the UI module for the next release so sit tight.