Hi and welcome on board.
Of course you can change the in-game sounds, to do so, you need to make a new AR file (using as new addon), correctly renamed with some "!!" to replace the default sounds (or others used from another patch). So, make a new ZIP file (with the help of WinZip), then rename it as "!!patch_new_firetruck_sounds.ar".
Now you need to put in this archive, your own WAV file. First of all, create some new empty folders. Rename them as "aud", "aud22", "sirens". Put the "sirens" folder to the "aud22", then put this "aud22" to the "aud" one. Now here's the folders hierarchy folder : aud > aud22 > sirens, right ?
Finally convert the new WAV file as 16 bits (CD), 22.050 Hz (22Kz), mono (1), WAV PCM from any audio converter. Put this file to the "sirens" folder.
The last step is simple, open the AR file and add it the "aud" folder (include the aud22 with sirens and the wav file).
BTW I forgot to specify the right name for this siren file, you must name it as "firetrucksiren.22k.wav".
It's not really evident (because you've never made this kind of things before something else and because my english sucks too)
PS : you can download some sirens mods available from this
page to know more about them.