Place the .wav files in steam/steamapps/accountname/team fortress 2/tf/sound/weapons
If the folders aren't there, just create them. Once the files are in place they should automatically replace the default sounds.
Just delete or move them if you want the original sounds back
I think it's a server side thing blocking custom content D:
If you start the game up, create a new server and try, it works, but as soon as you try in a real server it stops and just goes back to the default sounds.
Same shit happened with my custom DoD sounds, they just stopped working on a bunch of servers.
I don't know if there's any fix or way around it...you can try looking on google. I think I will do the same.