If your phone lets you do it directly, it should be in the user manual.
If the phone doesn't do it direcly, it's a 2 or 3 step process:
1. Dowload to your PC. Details might depend on the source.
2. Convert to the type of audio file the phone supports as a ring tone (if necessary). Details depend both on the file type of the source and on what types of files can be used as a ring tone. For that last point, see the user manual.
3. Upload from the PC to the phone. For that, see the user manual.
how copy bird song on web to my phone ring tone