So since I have 4 different sounds I would want to use floor(random(5))?
No. Most/all of the suggestions here will work fine. Some good suggestions here.
Array indexes start at 0, that's why "DJveno" seemed to end his/her array at 3, because it still totalled 4 (that is to say, 0, 1, 2, 3). floor(random(4)) should never bring up 4, that was a mistakeful assumption on my part based on how it 0 can sometimes occur during things like ceil(random(1)) --- and as mentioned above, I quickly dispelled that notion by running a for-loop in Game Maker and checking that it would never come across a 4.
So, by "DJveno"'s suggestion, you can do this:
atk[0] = snd_playerAtk_1;
atk[1] = snd_playerAtk_2;
atk[2] = snd_playerAtk_3;
atk[3] = snd_playerAtk_4;
sound_play(atk[ floor(random(4)) ]); // Play one of the 4 "Atk" sounds randomly.
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Tell us how it goes.