Well my tips aren't that great, you'd probably be better of looking for the tutorial for it..I'm pretty sure there is one.
However, I can say that the general's speeches are all mp3s, and they are controlled by this file:
ALL sounds in RTW are comtrolled by text files that say:
They are stored in 'events.dat'.
I think if you wanted to change them, you would have to name them a different name, and then edit the appropriate text file to point to the changed files.
Otherwise, the game will just pull them out of events.dat.
I don't know anything about MTW2, but I imagine it's much the same.