How to set a downloaded song as my Alarm tone?

i just received newest download and for my wake up alarm, it goes to regular alarm and songs selected. Someone had previously stated ‘you need to download the music in high quality, and then it will play. If it’s loseless or Highres it won’t play’… what does that even mean? Downloaded songs again- some I paid for so that’s not fair!

[Re-Titled by Moderator]