Adding Sound to a button

I know there’s a similar thread in here, but my query is slightly different and I don’t wanna highjack the other thread.
Anyway, I’m trying to do the tutorial on this site named ‘Adding sounds to a button’ and I’m struggling.
At one point it says to click ‘Window’ / ‘Common libraries’/ ‘Sounds’ - but I don’t have that menu.
I realise this is probably coz the tutorial wasn’t written for MX2004, but I can usually find the equivalent menu in such circumstances.
Can anyone point me in the right direction to find the sound library? Or am I wasting my time??
This is the first time I’ve attempted to add sound to a site so go easy on me!