This can be done today, but unfortunately isn't as easy as simply selecting a folder (it should be, though). You'll still need to import all the sounds you wish to choose from. That's easy enough. Press the Import Sounds button and select the folder. They'll all be "imported".
To have an event play a random one requires adding each sound as an action to an event (one action that plays a sound, for every sound). After adding all the sounds, edit the event and press the Action Settings button, then select the appropriate behavior in the Sounds section.
I've been thinking about events, and I hope to remove the whole of the "Sounds" part of Events, and just allow choosing of an audio file for actions. And implementing your suggestion would be next (and easy, hopefully).