The connecting clients need to know that they need to download the sound files. Simply placing them in a folder doesn't tell the clients that they exist.
This is generally done with the AddFileToDownloadsTable() and Precache*() functions. But since you aren't making a new plugin (just utilizing a stock SM function), try this plugin out:
https://forums.alliedmods.net/showthread.php?t=69005
sm_play is generally used with sound files that exist within the stock TF2 installation. For example:
sm_play @all commentary/tf2-comment000.wav
sm_play @all ui/gamestartup1.mp3
sm_play @all ui/gamestartup3.mp3
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