When it comes to mixing voicelines to create new ones i still haven't quite figured that out, maybe some other person out here could help us both in that regard. But when it comes to importing straight up lines of dialogue the valve official tutorials witch you can easily find on youtube as well as on the steam page of sfm have a video on that as long with several very useful videos on sfm as a whole. Also, if you ever need help finding a specific voice line when they are all organized as "battlecy_4" instead of what the character is actually saying, you can usually just google it.

the animator the winglet he makes? Create new voices or use dialogues and tapes in your animations? (I do not know if you know him)