Hello, I'm very new to modding. I messed around a little bit with the TES Construction set, but that's all I've done. I'm trying to make a custom NPC, and I've managed to put him in the world and give him dialouge, but I cant' figure out how to add the sound files to it. I haven't found any tutorials covering it either. Help would be greatly appreciated.

There have been some tutorials over the years, but as I haven't had to use any I haven't looked for them. Doing a search on FO3 Nexus and this one may help. Even though it's for FO3 it's the same process.
http://www.fallout3nexus.com/downloads/file.php?id=12163
It covers lip synch as well, so may even include links to the other program that I forget the name of, and can't find.

If a tutorial hasn't been done for NV try the FO3 Nexus site as it's pretty much the same process.