Thanks so very much, glad someone else out there had the same question I did. =)
“ Originally Posted by ICEM/\N 
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Big jew is totally right, but if you need further clarification, here is the step by step...
copy the music file you want then under your file explorer go to my device, then click on folder titled "Windows," then paste the music file in this windows folder. Now you get out of file explorer and go to settings, then click on "sounds & notifications," then click on notifications on the bottom of screen. You should see something called events where you can choose like messaging, voicemail, reminders, etc., and you can select text messaging or whatever you want to choose to set a new tone to and then click on play sound and the drop down box next to play sound will give you the factory tones and you should also now see the music you copied into the windows directory. Repeat for different tones and music.