Bear with my explanation here - I might not get it all explained perfectly, but I think you'll understand.
1. In Zedge, download the notification(s) you want.
2. In the Samsung folder on the apps menu, go into "my files" and click on the "audio"/music note icon.
3. Choose Notifications.
4. You should see the files you downloaded from Zedge.
5. Highlight/Select (hold down on) the file/sound - it will have an orange check mark to the left of it.
6. On the top right menu - three dots - choose "move" and "internal storage" - scroll down to "notifications," choose it, and click "done" in the top right corner.
7. Go into contacts. Choose the person for whom you want the custom notification.
8. Choose "details," "edit," and "view more" and "message tone."
9. In the list, you should now see the downloaded/moved/saved tones you added. Choose it - there is no "save changes" button, but if you hit the back arrow after you choose it, you should see the name of the tone listed next to "message tone" on the contact's information.