You can add sounds from the metronome's library to Your Sounds by clicking "New Sound" on the Your Sounds page.
..which opens the Sound Settings screen.
Clicking Browse Sounds opens the Sounds Library page:
When you click on a sound, it plays:
Click the small white + to use this file with your new sound.
This takes you back to the Sound Settings screen with the sound file name changed to the file you selected and the name from the root of the file.
Click Save to save the changes to your new Sound.