Can you elaborate on that a bit? I guess you mean audio files (because sustain on synths/MIDI is a slightly different but obvious concept) but what exactly do you mean by "sustain"? If you actually mean sustain (meaning the note shall sound longer before the key/string/whatever is being released) that could be done with time stretching the note. The other way would be using a compressor, it actually doesn't *add* sustain, it changes only the volume envelope of the note.
Type sustain in the filter list in the add effect window. I use JS: Delay/Delay_sustain Tweak it and play with it.
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