I’m not exactly sure what you’re asking (i.e. do you want all 1001 sound effects in your project), but I have the same Sony sound FX stored on a separate drive (labeled “Media”). When I want a sound FX, I simply navigate from within Vegas, using the Explore tab, to the Media \ Sony SFX folder and select one or more sound FX to bring into my project. You can select individual (non-contiguous) files by holding Ctrl while left-clicking on the files, (contiguous) groups of files by selecting the first file then holding down Shift while selecting the last file in a group, or a single file. Once selected, you can drag them to your timeline or double-click to have them deposited onto your timeline.