Now having copied those music files, you alas are not finished, for you see Medieval 2 cannot handle spaces in titles, and there we have "Main Title.mp3". The following is the way I determined to be the fastest (and I explored a fair few renaming methods) .
1 - Order the soundtrack files by Track Number in Windows Explorer. If installing both Soundtracks, they may get mixed together, so best to sort them in two different folders.
2 - Right-click Track 1: "Main Title.mp3" and select: Rename.
3 - Type "1", press "Tab", you are now renaming Track 2, rename this to "2" and press "Tab". Now shockingly you name Track 3, "3" and then press "Tab".
4 - REPEAT, if "Finale" is not renamed "29" you did something wrong Check the image below. If you are also installing season 2, numbering continues, with "The Throne is Mine" as Track 30 and the last track, "Three Blasts" as Track 49. If you are further installing season 3, numbering continues, skipping Main Title again, so "A Lannister Always Pays His Debts" is Track 50 and finally "For the Realm" is Track 67.