What you're trying to do can't be done by moving files around.
1. you need to download the module system (source code of the mod, or of the Native module)
2. set it up (install Python 2.7, configure compilation path in module_info.py)
3. learn how to use module system in general
4. edit module.ini (there is a switch to make the game read sound files from module folder)
5. put your files in your mod folder, either in Music or Sounds subfolder
6. then you must edit the module system to recognize and use your music files
You won't get much help if you ask general questions, and so far it seems that you haven't even tried anything, just read some tutorials and gave up.
Try to follow the steps listed above, and see where you fail. Then ask for help with *that specific problem* and I'm sure people will guide you through it.