Hello, for an existing ship, you can change or add the files BWave.wav for the wave sound, Horn.wav, Alarm.wav and Engine.wav within the own ship's folder (e.g. Models\Ownship\Protis\Engine.wav). If any of these are not present, Bridge Command will use the files in the Sounds folder in the installation directory.
If you want to change for an existing ship, you can either change the existing files, or copy the whole ship model into the local user directory (on windows this is "%appdata%\Bridge Command\5.9\Models\Ownship"), and change the files there.
Bridge Command uses Libsndfile to read the sound files, so most formats should be supported, please see http://libsndfile.github.io/libsndfile/formats.html.
However, note that all of the sound files must have the same number of channels (stereo or mono), and the same sample rate. We currently assume that the files have a .wav extension. If this is a problem, it's probably quite easy to recognise other extensions.