Does anyone know where to find a guide on how to make one

Get FinalBig to open the game's (or the mod's) .Big files. This is where all the necessary sounds are stored.

If you want to keep it compatible with the default version of the game/mod, I suggest to do it like this:

Go to your vGen (not ZH) folder, open Audio.big and extract all its content to your work directory.
Go to your ZH folder, open AudioZH.big and extract all its content to the same directory (overwrite existing files).
If you want to edit a mod's audio as well, open the mod's .big archive and extract its 'Audio' subfolder into the same directory as above.

These are all your audio files in .wav format. Replace any of them with your sounds. To see which sound is used for what, you can check SoundEffects.ini in IniZH.big (or your mod's big file).

If you're done editing your files, you can just leave them as loose files and move them to your ZH folder (Keep the folder structure. The .wav files should be in <ZH Folder>/Data/Audio/) or move them to a new .big file (Again, keep the folder structure) with final big and put that archive in main ZH directory. Make sure that it's the first .big file in alphabetical order, so name it something like "!!00_Sounds.big"