Windows error sound effects are the XP error ding, blue-screen crash, startup and shutdown chimes editors use for glitches, fails and anything that just broke. Every clip below plays in your browser and downloads free as an MP4 with sound, no sign-up needed.
Download the MP4 and import it like any other clip. In CapCut, drag it onto the timeline, tap it and choose Extract audio, then delete the video layer if you only want the sound. In Premiere Pro, drag it from the Source Monitor with the Drag Audio Only button, or right-click the clip on the timeline and Unlink it to keep just the audio.