First show the sound tool by selecting the → check box. This will show up the Sound section on the right hand side of the Parley screen.
To add a sound to a word make sure the word is highlighted. In the Sound section on the right hand side press on the Folder icon and choose the sound you wish to associate. On selecting a sound file for a word, the top right corner of the cell of that word would be marked with a red flag. If you want this way, do the same with the other word of the couple. Hovering over this flag with the mouse cursor shows the name and path of the sound file.