To change a gun's firing sound you need to go to it's effect tag (or else where depending on where someone put it. It is normally in the effect tag).
From there just look through the halo tags to find what you are looking for. As for making your own sounds to place there;
You need to compile your sound into Halo's file type.
Here is a link to a large tutorial thread on Modacity. This link should take you specifically to the sound section. Go ahead and click show.
http://www.modacity.net/forums/showthread.php?18957-The-Ultimate-Halo-CE-Tutorial-Index&p=474474#post474474 Remember to make backups if you are overriding a stock tag.