If you create the sound files or digital image files yourself, then you are free to use them however you want to and to give them to your friends. If you have found your files on the internet or someone has given them to you, you may need to check that you are allowed to use them. Copyright law may prevent you from using some images and sounds so be sure to check this if you think you might not be allowed (e.g. some songs downloaded from the internet may be protected by copyright law).
Copyright
Copyright and using images