There isn't any.
You could check GetLastError() Before to clear and then after. don't know if it sets.
You could shell a cmd /c DIR /b «terminalDIR»\sounds\«filename» >«terminalDIR»\files\listing.txt and then read the resulting file to see if it exists.
Or just make the name an external, letting the user specify and responsible.
In case someone is interested:
I did not check them yet.