Depending on the where your ringtones have been downloaded (desk top computer, laptop, tablet, Mac, phone etc) you may need to transfer the files to the phone or device where you want to use them. Below are various YouTube video tutorials which may help you with this.
1. How to Transfer Audio Files (MP3s) to an Android Phone
2. How to transfer music onto your Windows Phone
3. How To Add Custom Ringtones On Android
4. How to set Custom Ringtones on Windows Phone 8
5. How to Transfer a Tone From iTunes to iPhone : Help With iTunes
6. How to Transfer RINGTONES from Computer to iPhone WITHOUT iTunes
7. Move Custom iPhone Ringtones to Android Phone – Import and Convert