It won't appear *where*? In game?
1. Go to "Materials," and click the "BGM" folder.
2. Click "Import" and locate the MP3 you want.
3. Close.
4. Make a new map, and check "Auto-Change BGM;" choose your file from the list.
OR Make a new Event on an existing map and click "Play BGM;" choose your file from the list.
5. ????
6. Profit
PS: Don't use Mp3's, they take up LOADS of space.