When you start the editor, you should see something like this:
Click on the Sounds tab and then on the timeline to make a list of events appear, then click on the Play Song event to begin adding your song.
Press the folder icon to the right of the song name, and now you can select which song to load. The editor will first ask you to save your level, so save it in a folder and then import the audio file. The editor will then automatically copy the song to the same location as the level.