Terraria – transfer the Terraria world from one PC to another

You need to convert your sound files into XNB format, the packaged format Microsoft XNA uses for binary files. The best guide I've found is designed for creating custom music soundtracks, but the steps are the same for replacing sound effects.

You just need to convert your sounds using XACT and replace the existing sounds with your new ones. The game uses the filename to determine which sound to play for each event, so make sure those stay the same.

Yes, you can. He isn't generated with the world (else nobody would ever find him), but instead spawns near you underground for you to rescue, after you've defeated a Goblin Army.

The only catch is that Goblin Armies defeated before patch 1.1 do not count, because it's the first version to keep track of that. You'll have to wait for the next invasion, or use a Goblin Battle Standard.