You can upload your own sounds, just add them to the ringtone and/or notifications folders, then select them in the sound picker. Just keep in mind, the more sounds you add, the more storage space you are using.
If you do download a ZIP file with all the ringtones, though, once extraction is complete, it will automatically add those found in folders clearly marked in "Alarms," "Notifications," and "Ringtones." You don't need to move them anywhere.
