Title Said ^^^^6

drag the sound to da library and drag it onto da canvas

Have you tried dragging the sound file to the program?
Did you even try before making this thread?

i downloaded a bunch :O

also im trying to know how to put sounds and wtf Drag where?....... cause im workin on Something

Just open the folder with the sounds in it, open the program you're using (im assuming its flash 8)
Then just drag the sound to flash...

Hyun has you covered, along with a bonus for V-Cam in case you also need to know that, too.

Note: I usually set my sounds to "event" so I can squeeze more sounds, though I've been informed that it setting them to "stream" would be more preferable.
Note 2: Still use "stream" for music and voice, for syncing.

For what program doe ?

GuardianTempest has pretty much answered his question. Videos will be easier to understand than explaining it to you.
@Holotor flash. From Macromedia flash 8 to Adobe Flash CS6