You can either put music files into the file named "SRB2P-music.pk3" or you can use the addon menu to insert your own wad/pk3 music pack.
(The former is usually the best option, just don't make any extra folders or the game gets mad lmao)
You'll most likely need
Slade3 for this. Also remember to stick to music name format if you're adding in your own .ogg / .wav / .mp3 file
(Starts with O_, 6 chars long max)
Then, by going into
Settings > Sound Options > Custom Battle Music
You can define the custom music to use. Just select the track list, pick any of the boxes below, and then type in the Lump name
(such as "BRUH" for a lump named O_BRUH)
Hope this helps!