Hi thetozone221, and welcome to the forums!
To use custom music with Platform Builder Pro, you start by visiting Game Setup and click on "Upload Music." From there you make a new item in your music manager just like you would make a level in your level manager. When you edit that music, you will have the option to upload a .ogg file. If your music is not .ogg, you will need to convert your music file to .ogg. There are plenty of places online which can do this for you. just do a search for "convert to .ogg" or something like that.
After you do this, go back to your course or world and click on music settings. You will see a new button appear which lets you select music from the music manager.
Let us know if you have any more questions!
Yours,
TingThing