If you have added an m4a (or whatever) to a ringtone or notification directory, you may need to restart your phone. Mine didn't repopulate the ringtones list until I did this...
Good point.
Generally speaking, you just need to move the music file (Is it an MP3? ... basically, whatever format is supported) to the file folder "ringtones." For me, I have a few favorite mp3 songs that I just email to myself, then download into the correct folder. I have songs as my alarms too
Most 3rd party file managers are a lot more user friendly that the stock one for the 5X. I like OI File Manager myself for its simplicity and small [storage] footprint. If you download to the download folder, then just use the file manager app to move the file to the ringtones/notifications/alarms folders.
Don't forget to reboot!
Hope this helps!