You can play multiplayer sound for monster in two ways:
By Event
Play sound by calling an event “PlayMonsterSound” and “StopMonsterSound”:

Note: target is a Monster_NPC class
or
From Animation
You also can call the sound from the animation so you can use it for foot steps for example.
In the animation window right click to add anim notify and choose “MT_MonsterSound_Notify”:

click on the notify and select the sound you want to play from detail panel:

the sound now will play exactly at this frame.