Hello. Whenever I try to drag a file (a sound effect for instance) into a project, it goes to the end of the project...or way beyond the end sometimes. I would like to place the file in a specific spot. Probably a simple setting but I'm lost :) Thanks in advance. 

Just click drag it into position. Where you let go will decide where the clip is placed.

Aim assist will help here to see where it will be placed. In addition any snap settings will be followed.

If by "sound effect" you mean a VST plugin, they will only go to an FX bin or the Pro Channel. The only way to place a VST in the middle of a project is in a clips FX bin.

maybe Edit > Preferences > File - Audio Data and uncheck the Always Import Broadcast Waves At Their Timestamp if you are dragging them from Windows Explorer