caf sound files

I found a lot of sound effects in the apple loop with the file att .caf.
When I double click on them they open in Q time to listen to them.
I tried to open them in iTunes but they won't.
I also noticed that there is a list of these .caf files in the sound effects of iMovie which is where I want them.
How do I put the extra .caf files I want from the apple loop into the iMove list? I tried dragging them but that doesn't work neither did copy and paste. I can't get to a sound file inside iMovie to put them in - can I access this sound effect file inside iMovie to paste extra ones?
Hope I made myself understood.

Cheers
SAS