With the efforts of Looyh , custom jukebox music in NBA2K20 is quite easy, and it also works for NBA2K19:
1. The first thing we have to do is to update the modded plugin (waigua plugin) to the latest version:
NBA 2K19 Latest External File Plugin (waigua) 1.2
2. Then go to this thread to convert music files: viewtopic.php?f=258&t=109336
3. Next put the converted music files into ' waigua\newaudio\jukeboxmusic\' folder
4. Launch or restart the game, it works