Open Apps, then select the required app. Click on Notifications, then Notification Categories. Click General notifications and there you will see the option to change the notification sound. BTW not every app will allow you to change the sound.
Open the settings, then find apps and click on it, it opens up to show all your apps installed on your device and you just click on the app you wanting to change the sound notification and the menue comes up, you then look in the notification section and click on the sounds part to be able to choose what ringtone you want for that app.