where did you download them from? depending on what type of file they are, and where they were downloaded to, you may need a file explorer app (like astro or es explorer). these types of apps allow to to browse the directories/folders of the internal drive and the sd card. you can find the ringtone files and move them to the apropriate media folder. or possibly just long press on them and a menu may pop up asking what you want to do with that file. sorry i'm not more specific. i use zedge and and when i download tones i can select them from inside of the app and just indicate that i would like to set it as a ringtone.