I've been in the modding business before; and beyond having fun, it is very difficult. I gather you've got most of the programs? Do you have a list of what you downloaded?
I find anything to do with Starcraft Modding at four websites.
Star AllianceSoveriegn Modding EmpireCampaign CreationsShadow Flares' RealmYou can find every program you need to edit and Mod starcraft with now, as well as a couple of tutorials.
Stormcoast FortressThis website has a basic tutorial as well; try it out.
The basic tools for a complete Mod are; Arsenal Zero or III, Ice CC, StarGraft, WinMPQ, MPQDraft and other tools such as SCAiEdit II for the Ai.
The first three are for the units themselves and the fourth is the program you use to make your MPQ, which is much better than a CWAD. The fifth is the tool used to open the MPQ and run it or create a final file for use. You asked about adding sound, that simply requires a ready made '.wav' file and the right extension in WinMPQ, which is done when adding the file; you'll get the hang of it. Just ask around those websites for advice and help on problems or errors you get.
Remember that Starcraft uses only the names shown, and so you must rename your files to take the places of these files, else they won't and the existing ones will still be running normally. Also watch you file size it will skyrocket with many sound files, very quickly. Good luck with your Modding.
- Coko