The two most common ways to do this are to use multiple events, and to use programmer sound modules.
The multiple events solution is simple: Just drag the audio files for each sentence into FMOD Studio’s Event Browser, and an event for that file will be created. You’ll need to know which event to trigger when a sentence is spoken in your game, but if the number of sentences you have isn’t vast, it’s the easiest way to do it.
Programmer sound modules are a popular way of handling dialogue in projects where the amount of spoken content is very large. In those cases, you only need to create a single event that contains a Programmer Sound Module. For a detailed explanation of how Programmer Sound Modules work, you should check the Progammer’s API documentation - but the short version is that when a Programmer Sound Module is triggered, it allows you to determine which file should be played through your game’s code.
There are many other possibilities; Without knowing the details of your project, it’s hard to say which would be best for you.