Put the file in "INTO WEAPONS_PLAYER" to GrandTheftAutoV\x64\audio\sfx\WEAPONS_PLAYER.
Just press the add button. It's a green cross.

Put the files in "INTO RESIDENT" to GrandTheftAutoV\x64\audio\sfx\RESIDEN via OpenFormats.
Just do a rightclick and then "ImportOpenFormats" and choose the weapons.oac of the "INTO RESIDENT" Folder.