Kenney has lots of sounds (I used a few in my game), but for other things just a cheap mic and Audacity works well. My "ow" and "zombie" noises are just me, ran through a few filters to adjust pitch and reduce noise etc. Music-wise, I find free music to work fine. I had already bought a music pack in a Humble Bundle, so the sound "design" in my game took no more than half an hour!