You can pick a sound to use with each song..
..by clicking the small blue button:
This opens a page showing Your Sounds:
Though the metronome provides lots of different sounds to pick from, you will probably only use a few.
The Your Sounds page allows you to select a sound for your song, delete a sound from your list (you can get it back if you want it later), add new sounds and preview the sounds.
In the Preview mode, each sound plays when you click it.
Click on the "New Sound.." item to add a sound to your list.