Good boy.
I just started using emelFM2. The default file browser just doesn't cut it for me. The other manager is almost there but I don't want to be using a CL tool or playing mommy-may-I just to edit stuff. If there's anything Windows does moderately well, it's a good directory system for moving files. I'm too fond of it to use anything but an advanced file browser so emelFM2 ftw.

Skype is located here: /usr/share/skype/
Coincidentally if you dig deeper...
/usr/share/skype/themes/default/sounds has a slew of audio data. Haven't tried editing yet though.
There are also a few interesting directories with other sound data.
/usr/share/sounds is one of them. :\