As a gift i was given a sound decoder that was made for steam. I don't own steam. Is it possible to change the sound file and how do you if you can. Thanks

If this is a Tsunami, NO you can not change the sound file.
I hope that the decoder is still sealled up in it package. Try your LHS and exchange it for a decoder you cah use?

If you can't exchange, and where it was a gift, you might be able to swap, or sell it in the "Swap Meet" thread in the "Railroad Marketplace" section of Big Blue.
click on Board Index, go to Railroad marketplace, click on "Swap Meet", and post your message.
Hopefully, you will be able to exchange it at your local Hobby Shop.