First of course, you'll need to create your own music. Once you have, save it in OGG format. You can use WAV, but it's large file size can be a problem if using multiple sound files in a game. Save the OGG files in the audiobank folder. You can make a sub folder in the audiobank folder if you like, but keep it all under the audiobank folder. Now just assign the music to levels using the "build game" dialog in the editor or through scripting.
If you need a program to convert your files to OGG format, Google a program called "Audacity". It's free and has an OGG plugin.
Brian.
