Put it at the end of a fail sequence, after the setup and just before the reaction shot, so the defeat closes the joke. Pair a Chewbacca Roar before it for a bigger build-up, then follow it with a Roblox Oof to double down on the death gag.
About this sound
This under-a-second clip is the Imperial Guard's drawn-out death groan from LEGO Star Wars, a stretched 'deaaaugh' that collapses as the character falls. It feels funny and over-the-top, turning a small defeat into a melodramatic flop. It comes from those games, where the guard's defeat gets this exaggerated vocal send-off.