In contrast to the normal Android, on Samsung devices with One UI, the notification sound can be changed for each individual app, but this only works if the app requests appropriate rights for notifications. For example, the notification sound cannot be changed generally for (Facebook) Messenger, but must be changed individually for all notification types (chats and calls, group chat, stories, ...). In addition to the notification sound, the vibration or the display of a pop-up window can also be adjusted.

Note: To change the notification tone of an app, it must not be muted, and the app must have changed a notification before.

Android 10 (One UI 2.0)
Step 1:  Open the  Settings
Step 2:  Tap on  Apps
Step 3:  Tap on desired  App
Step 4:  Tap on  Notifications
Step 5:  Tap on a  Category
Step 6:  Tap on  Sound
Step 7:  Tap on desired  Notification sound
  1. Open the Settings
  2. Tap on Apps
  3. Tap on desired App
  4. Tap on Notifications
  5. Tap on a Category
  6. Tap on Sound
  7. Tap on desired Notification sound

Samsung Instructions