Found it! For days I've been looking for the settings to customize my incoming messages sound. On my S8+ and S6 you could easily go into the Menu (top right) while in "Messages" to change "Backgrounds" and sounds for incoming messages. For whatever reason, that is not as easy. Tina at TMobile and I found this by accident just now. So this is how to make your incoming message a custom sound (I use Zedge).
1) Go into Messages
2) Tap Menu icon (Top Right)
3) Go into Settings
4) Tap Notifications
5) Tap New Messages
6) Tap Sound option and there are te default sounds and hopefully your downloaded sounds
Different way from making your Incoming Message sounds than prior Galaxys.
Sidenote
Go thru same steps till you get to "Sound" tab and above it is an "Importance" tab which I see no reason for. It lets you choose 4 different options on how important any incoming messages are..."Urgent, High, Medium or Low." Really? Wouldn't all incoming messages be important and if not, put your phone on silent. I must not be that sociable to categorize incoming messages. Sound, sound and pop up, etc... Guess someone thought it was important enough to place on Oreo. Hope this helps with customizing incoming message sounds.