In the My games section I see that the soundtrack file is 4 times bigger than the game file itself. Does this mean that I have to put the soundfile in the game directory to have sound, or is there sound in the game fil itself included? Seems to be a little bit strange to me.

The game itself uses the MIDI format. The soundtrack is in MP3 format, which uses considerably more space but doesn't require a MIDI sound bank/player (which are generally only available as third-party software nowadays).