Your sound files, trimmed and levelled once. What plays them, and when, is set under Actions & Events.
A sound plays when an action that uses it is set off by an event: on Actions & Events, create an action, pick the sound in its Sound slot, then link it to an event such as a gift or a chat command. On stream it plays through your Screen 1 browser source in OBS (Overlays → Screen 1 → Copy URL); in Lite, from the stage on this device. A Test is always heard here too.