Welcome to Android Central! Download the music file, either using the Amazon Music app, or on your computer from the Amazon Music website (or the Amazon Music Windows program). Then use a file manager app to move that file to the Ringtones directory on the main user directory. If you're transferring the file from your computer, connect the phone via USB and use Windows Explorer to drag and drop the file from the computer drive to the phone's Ringtones directory. You should now be able to select that file as a ringtone.
If you don't want to use the whole music file as a ringtone, you can edit it with an app like Ringdroid.
