The files you're looking for are:
Music: <ufo:ai installation directory>/base/music, if there's no 'music' directory look for a file named music.pk3, the music directory will be compressed in that file (*.pk3 files are simple zip file that you should be able to extract with most compression utilities)
Sounds: Look in the directories inside <ufo:ai installation directory>/base/sound (which might be compressed in the sound.pk3 file, like the above one)