Your ZTE Z Max Blade has a microSD memory card slot. If your personal computer has a slot for that card type (Most laptops are so-equipped), you should be able to save a music file
The ZTE Z Max Blade is a smartphone. Most smartphones will let you save any song found online by tapping and holding your finger on it, then selecting 'save.' Once a music file is saved to your media library, tap-and-hold it and select 'assign' from the drop-down menu.
The ZTE Blade Z Max is an Android phone and there are plenty of free ringtone apps such as MP3 Cutter, RingDroid (open source) and more.
More on free ringtones
Here are some of the 100% free ringtones (ZTE Blade Z Max-compatible) offered here at MartinsRingtones.com:
Free 'Unclassified' Ringtones Free Ghost Ringtones Free Ringtones-a-gogo Free Techno Ringtones Listen To All Our Free Polyphonic Ringtones