Short answer is to change the registry.
Here's an article on the subject.
Play Windows sound events defined in system Control Panel[
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From the article:
Every sound event is based on :
.default Wave file defined by the vendor of the application.
.current Wave file currently used for this sound event.
HKEY_CURRENT_USER\AppEvents\EventLabels\<EVENTNAME> Description used to display sound event.
With this knowledge, we can rebuild the control panel view of the system sounds. We're also able to add our own sound events to registry. All we have to do is create some registry keys at the right position.