Music is an essential part to games and I'd like to include it in some of my games. However, I don't know how to add music to a project without using the default music loops in the Scratch sound library. So, how do I?

You can use many music importing sites for adding music. You can also add from backpack.

Press the folder button that is pointed out in the picture below then choose the music file from your computer. You can also use your backpack