You can add your own audio to your messages by grabbing a microphone or headset and record yourself using Quicktime or Windows' Sound Recorder. Once your messages are recorded, head over to a site like media.io to convert them to WAV files, then create a 'Play a Message' action and click the 'Upload Recording' button.
After clicking 'Ok', you'll see a microphone in the bottom right corner of the ActionSet. Click that and choose your audio recording.
Once uploaded, you can click the play button in the bottom right corner to listen to each message's voice file.