If you want it done when they connect, open server.cs and find the
GameConnection::onConnect function and search through it for all of the
messageClient(%client, 'MsgClientJoin' calls and add
~wpath/to/sound.wav.. an example being
messageClient(%client, 'MsgClientJoin', '\c2Welcome to Tribes2 %1.~wfx/environment/ctmelody2.wav', ...
otherwise, if you don't want to find and replace all of them, you could use a package or simply add this line to the end of the
GameConnection::onConnect function
messageClient(%client, 'MsgClient', "~wPath/to/sound.wav");
In case you haven't figured it out by now, you must prefix a sound (when sent via messages) with the "~w" characters. T2 searches for those to identify whether it should play a sound with the message or not.
Also, there are several predefined message "types", such as 'MsgAdminForce', which are preset to play sounds, like the gong sound in case of 'MsgAdminForce'.