Alerts are changed in Start | Settings | Sounds and Notifications | Notifications. Alarms are changed in Start | Settings | Systems | Clock & Alarms | Alarms, tap in the yellow bell icon and change the tone there.
Opps I should have said how does a person add new alert tones. I have managed to add new ring tones but not new tones for alerts. I can't see where the alert tones are stored on the device, ie what directory.
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