No simply put you boot Windows and instead of the standard tune that plays when it goes from splash screen to desk top you add in a custom sound effect. It is possible and quite easy to do so with any sound file you have since you can basically adjust any sound effect in Windows to match something else.
However with games it is sort of like this; in the majority of cases nearly all sounds are in a format for the game engine to read which in many cases is not your average .mp3, .flac, .wav whatever and in all cases in which it has the different formats you cannot open those files with an average audio edit program, maybe audacity or something. Shortly said all files, usually .wav are stored into another file with a strange format that you cannot simply open, this format or in simple terms cup with songs can only be read by the game engine used, coding etc. that make the game run. If you want those files you need to in terms open the can and drag them out, manipulating the game files entirely. It is especially hard when the files are in another language coding.
Game rip (audio) - Wikipedia, the free encyclopedia