If you have the music downloaded as a audio file, you can try Google files, download then open the app, At the bottom, tap Browse
Scroll to 'Audio' under 'Categories'.
Find and play the audio file that you want to set as your ringtone.
Tap More ... and then Set as ringtone.
On the permission dialogue, tap Continue.
Turn on Allow modify system settings.
A confirmation message will appear to show that the ringtone is set.