You don't need to.
Just go into notepad, create a blank text file, save it as meleesounds.sc and put it into your ESF/Events folder in your steam directory.
And for future reference, any queries such as these can go into the Help section of the forums.
In notepad
File-> Save As.
Change <b>Save as Type</b> to <u>All Files</u>.
And then save the file as the full name. <i>meleesounds.sc</i>.