If you are receiving leads via push notification (the Opcity app) you cannot change the notification tone that plays when you receive a lead alert.
If you are not hearing the sound when a notification arrives, check your phone settings (within your phone, not inside the Opcity app) to be sure of the following:
Phone ringer/ sound is ON
Notification Permissions for the Opcity app are ON
Data for the Opcity app is ON
Location Services setting for the Opcity app is ON