I want to be able to download my ringtones to my new phone
Ringtones are currently a one-time only download from the store. If you copied them to your computer's iTunes form your old iPhone via File > Devices > Transfer Purchases then you can then sync them to your new phone.
Does that happen when u sync your phone or do you have to actually pull the files
You can check if they are in the Tones section of your iTunes library - if Tones doesn't show under Library then go into Edit > Proferences and tick it on the General tab.
Retrieving data ...