For the CD32 version, the instruments (which includes samples used to make the sound effects) are stored in the *.INS files. The music data is in the *.SNG files. Their exact file format (
RJP\Richard Joseph\Vectordean) is mostly unknown, though I did figure out some parts. See
http://www.dvdflick.net/storage/ca_song.txt and
http://www.dvdflick.net/storage/ca_instrument.txt for some old Visual Basic code that reads song and instrument data.
Edit: found a zip with a brief description of the VectorDean format through the good old Wayback Machine:
http://web.archive.org/web/200810060...v1.01a_007.zip