Hi, there are a few ways, do you have the message tone downloaded?
1) if you have the tone downloaded, move the file to the notification folder using a file manager app from the play store (or use the one your phone comes with if it has one) then open the messaging app, head to settings, and choose the tone you want.
2) if you don't already have the tone downloaded, download Zedge from the play store, search for the tone you want and within the app it will allow you to set the tone as a new notification.