Just got the 5x, and loaded it with my favorite tones. Did the same thing I usually do with Android phones to set different tones for different app notifications, alarms, etc.
Phone either plays stock tone or no tone + vibration.
The files were pulled directly from my Samsung in .wav format and will play on the 5x via VLC just fine.
/sdcard/Ringtones
/sdcard/Ringtones
actually has no effect, anyway!