I don't have the phone but I imagine it's like previous iterations of Google phones. On my Nexus 6p, you have to create a ringtones folder and then put all your stuff in it. Once that's setup, you can then apply them to your apps via settings.
Remember, in Linux (meaning in Android) there's a difference between ringtones and Ringtones (case counts). Ringtones are in the folder with the upper-case R. (Same with Alarms and Notifications.)