Who I have the same questioned this topic

Have you downloaded ES File Explorer?  If not, then get it - an extremely useful app that allows you to see lots of goodies on the phone!

Once it's installed, open it.  It should open to something like /sdcard (which isn't really an SD Card, but it's the phone's internal storage).  Tap the / to go up one level to Device.... then scroll to system, open that folder.  In system, find media, then audio, then you'll see notifications.  You can download sound files to your phone or move them via USB or bluetooth, then use file explorer to move them to the right folders.

I have also found that I can transfer current ringtones and notifications from one phone to another via bluetooth, and it creates a ringtones folder and a notifications folder in the sdcard folder - and they all show up when I go to settings to set the notification alerts and ringtones for contacts, so I don't even need to move them.

You can also use a service like Zedge to upload your own files and send them to your phone.