That's pretty easy.

First of, you need to know what sounds are used and where they are. To do that you need to first open the desired enemy model. For example, let's open Kamikaze model(its located at SeriousSam4/Models/Enemies/Beheaded/Beheaded_Kamikaze.mdl).

Then, in Config tab open "Schemes" drop list and in it open "Sound scheme" and then "Terms". You'll see a bunch of entries like Moving, Wound, Idle etc. These declare sounds used at respective occasions - like Idle will play idle sounds. Each entry can have one to multiple variations - ie multiple sounds

Let's imagine you need to replace the iconic Kamikaze screem(and maybe that's exactly what you want ). The sound used for that is declared in "Moving" entry, and it's "Beheaded_Kamikaze_Yell_LOOP_01.wav". Now there are two ways to change it:

1) To change it to a different sound file - to do that, left-click on sound file, select "browse" and then choose the desired file;
2) To replace with the same named sound file - just rename your sound file to that of which you want to replace, and then place in the same directory as the original file. You can copy file path by right-clicking on sound and selecting "Copy path."

If you want to just replace sounds, I'll suggest using the second method, because the first one either changes the sound scheme file(or .scs) used by model or sometimes the model itself - cause its sound scheme may be localised in it rather than be saved in independent .scs file like it's the case with for example the Mummy. And that may conflict with other people's addons that involve the same model.

Hope that will help you

ok