Currently, sound files are included with the main NeoLemmix download.
I'd like to propose they instead be included alongside the styles. The reasoning - the vast majority of times a new sound is introduced, it's to go with a custom style. Currently, the sound would have to be distributed separately, or else the style would have to wait for a NeoLemmix update to include the sound - and with the slow release schedule these days, this is very limiting.
Unless used-by-engine sounds are excluded from this, this does mean that the styles download would become necessary for NeoLemmix to work - but I believe that's already true due to the "default" style also being only in the styles download.
Perhaps longer-term, sound files associated with a specific style should be included in the style's folder rather than the general "sound" folder, but this would need modifications to NeoLemmix (or some very kludgy abuse of NeoLemmix's exact workigns) to acheive.