Find the music you want to play and put them in the Sounds\Music directory. They have to be in wav format. For example if I have 6 pieces of music I want to use called:
My Tension.wav
My Mobilize.wav
My Battle1.wav
My Battle2.wav
My Win.wav
My Lose.wav
Just drop all 6 in that directory. Now open playlist with a text editor, double click and open with notepad. Go down to the first custom space and add in before the first line "My Tension",0 so it look something like:
// custom 1,2 and 3
"My Tension",0
"", 0
"", 0
"", 0

You may want to edit the comment to make it look better
// Shogun music
"My Tension",0
"", 0
// custom 2 and 3
"", 0
"", 0

Now repeat the process with the mobilize section to:
// Shogun music
"My Mobilize",0
"", 0
// custom 2 and 3
"", 0
"", 0

I have 2 pieces of battle music, the game will pick one at random when the fighting start, so:
// Shogun music
"My Battle1",0
"My Battle2",0
"", 0
// custom 2 and 3
"", 0
"", 0

Repeat for win and lose. You can put the same track in more times to weight the random progress, the more it appear in a section the more chance it will be selected. You can have up to 6 tracks for each slot. Finally go into startpos file and change the music for the factions:
SetFactionMusic:: FN_ENGLISH 3

Thanks to Vikinghorde who taught me this and the fact that you can have up to 6 different game style music. Good luck