how do i fix cant import this sound file

i get this error when i try to import a sound file

Failed to import ‘…/…/…/…/…/…/Users/גיא/Downloads/Sonniss.com - GDC - Game Audio Bundle/SoundMorph - Solar Sky/shut_down_SpaceShip_22.wav’. Failed to create asset ‘/Game/my_contact/shut_down_SpaceShip_22’

and dont tell me to inset the files to the project location because its not doing whats is need to be doing

Maybe Im a bit Late.
Unfortunately Unreal can only handle Waw files.
You can convert your file to waw Here