How to add audio to transitions in Final Cut
Your question is indeed very confusing.  What, exactly, is the corresponding sound to the circle transition?  Is it a cricket?  Is it a car honk?  Is it the sound of a particular church bell ringing?  Is it the sound of a glacier melting?  And what about the sound of a triangular transition?  Or the sound of a vertical vs. horizontal wipe?

These questions are rhetorical; there is no sound associated with these transitions, other than the sounds you creatively choose to associate with them.  Thus, the answer to your question is that you do need to choose those audio transition sounds, and audio transitions, manually.