I think the answer is Yes and No.

No in that you cannot attach a sound bite to play as a button is being pressed.

Yes in that any button press can be configured to play any clip you like. So, if you create a short animation that looks a bit like your menu then it will blend in (fairly) seamlessly. The end action of this short clip can then be to play another (maybe you main movie) clip or jump to another menu.

That's how everyone else does it.

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