Method 1: Game v.03 and beyond:
Just copy your music files to "[Game Installation Folder]\Music" folder and the game engine will play your music one after another in play list in loop mode, to switch between tracks, use F1/F2 keys, where F1 for previous track and F2 for next Track.
Method 2: From Level Designer to change Level Music only:
Follow the steps below to change the music for any level:
1. Open the project files in Level Designer, as an example, if i want to change Anime Level Music, then in Level Designer, click on File --> Load Project, Navigate to "Projects" Folder and select Anime.xlp.
2. Once loaded, click on Audio --> Audio Manager.
3. On the right side, Select "Level Music" from the Sound Type Dropdown list and then click Browse Button.
4. Browse for the desired music file, note, MP3, ogg and wav files are supported.
5. Once you select the file, it will be placed under "Level Music" in the Audio Tree at the left side, if you would like to play the music, right click on it and select Play.
6. Click on Close button when done.
7. Click on File --> Publish, put any name (i.e Anime_MyMusic) and navigate to "Levels" folder and click on Save in the dialog.
8. Now launch the game and select your level to play and the music you chose will be played in background.
Guide is also available on Steam Game's Community Hub: