First, ensure your sound is in the .WAV file format. Individual sound clips are limited to 10 seconds, and longer audio will be truncated during import. Decker includes a rudimentary audio recorder and editor, but if you need to perform elaborate editing I recommend using an external program like Audacity to prepare your sounds.
You can then import a sound by choosing "File -> Sounds" from the menu, clicking "New..." and then, with the Audio Editor dialog open, choosing "File -> Import Sound..."
Alternatively, you can drag-and-drop the .WAV file onto the Decker window itself, which will automatically create a new sound and import it.