can I fut the files in data/sound/fx/Sword Weapon?
If it works, sure.

Test it and find out for sure; put the files in there, create a sound asset in the GECK and click "Play" to see if it works.
If not, put it in the Obj directory and try - it will likely work fine.
Can't explain it, there is something new and funky about how sound is handled in the NV-GECK that we do not yet understand.
Miax