If your application does not rely on those as an integral part and the sound files are not distributed with your application: no issue. Just offers your user the possibility to use whatever sound source they personally are comfortable with, and you're fine; it is also permissible to provide some default sources. The sound files are only data the users work with - they are not your content.
Otherwise one could make the argument that the manufacturer would need permission for whatever documents if they want to allow their users to work with them.
However should strongly consider to NOT directly linking any files for download by URL from 3rd-party servers, but directing the user to the usual download pages of their distributors. Give your users instructions as to where s/he has to place the sound files for consumption by your programme. Directly linking resources for download from 3rd-party servers without their permission might be considered in violation of the terms of service and might make you liable to damages, especially if you have commercial interest in your programme yourself.