The way you have to select notification sounds changed with Android 8 or later. With Android 7 or before, it is part of the app, under General Settings. With newer phones, it is in the system settings for the App.
First you have to use the app and make the notification happen at least once (eg, set a mark with a proximity alarm). The settings app cannot configure notifications that have never happened.
Next, you can either tap "Manage" in the actual notification, or you can go to the Android system settings app, got to Apps, go into Memory-Map, then Notifications. The details of how you change the sound settings vary with device manufacturer.