How to install custom hit beep sounds for TF2? (aka dingaling)
Open this folder:
...\Steam\steamapps\common\team fortress 2\tf\custom\myleetdingaling\sound\ui
(...where myleetdingaling can be anything at all.)
Put the file here and make sure it's called hitbeep.wav. If your hitbeep is an MP3 file (or something other than a Wave file), you can convert it to the .wav format with VLC.