I am trying to setup a thing where when the player enters a room it plays random footstep sounds. Keep in mind I am new to quest so you might have to explain things in detail.

A filename is just a string. You can pick a string from a stringlist using the function PickOneString.

I'm not sure what the play sound functions look like; but where you would normally put the name of the sound to play, you could replace it with an expression that looks like

PickOneString (Split ("firstsound.wav;secondsound.wav;some_other_sound.wav"))

to pick one of those three files at random.