To create a track with a Sound object, first insert a chapter from the Toolbox into the Timeline. If you want to add sound to a specific video, group of images, or other graphic elements, insert them first.

Drag a Sound object to the location where you want sound to insert. If you want to create a new track, drag the Sound object to the "Drag here to create new track" label. Now the file selection window appears, in which you select a sound file.

Alternatively, you can use the File browser and drag a sound file from there to Timeline; you do not need the sound object in this case. The fact that it is a sound file is recognized automatically.