Each third-party code, libraries, modules, objects, and images you use and sounds that you listen in your software has its own owner who distributes it under certain conditions or license.
You must carefully follow the terms of such licenses to ensure that you do not violate them. Special care should be taken when using code that is distributed under open source licenses such as the GPL.
If you doubt that you comply with all license requirements, or if you just never paid attention to it, you should definitely check the correct use of third-party code in your software.