There are a couple of possible directories, and the format depends on your version of Android. It could be /storage/sdcard0/Notifications or /storage/sdcard0/media/audio/notifications. If you have Jellybean 4.3, it might be /storage/emulated/0/Notifications or /storage/emulated/0/media/audio/notifications.
If your Note didn't come with a file manager app, install
Total Commander or
ES File Explorer from Google Play. To find your downloaded tones, go to /storage/sdcard0/Download (or /storage/emulated/0/Download), and copy or move the file to one (or both) of the above folders.
Now open Gmail, tap the menu button, Settings, then your account name. Select "Inbox sound & vibrate," then "Sound," and see if your tone is there. If it isn't, you might have to reboot.