Import them into your Assets/Audio folder. Note that Unity prefers .wav for short effects and .ogg or .mp3 for long music tracks.
The "gm" in the title likely stands for "Game Maker" or "General Music," while "bgz" refers to a common abbreviation for background sound/music files. gm bgz v2.rar
If you’d like, I can help you or convert the files to a different format. Just let me know: What game engine you are using Import them into your Assets/Audio folder