Copy-paste your ogg/mp3/wav(?) file to:
/sdcard/Notificationsfor notification sounds.
/sdcard/Alarmsfor alarm sounds.
If they then do not show up in your System > Sound > Notifications file picker, move those folders to /sdcard/DCIM/Media instead. So
/sdcard/DCIM/Media/Notificationsfor notification sounds.
/sdcard/DCIM/Media/Alarmsfor alarm sounds.
If they still do not show up, reboot your phone.
I don’t really know why it did no longer work for me to put them in the sdcard rooted directories but I assume having installed Zedge before broke that. The default media files in Android 8.x+ images (at least for Pixel 3) are located in the