Apple Music for Windows is a poor substitute for iTunes. Many features are not carried over. I very much doubt Apple Music for Windows can be used to add ringtones to a device. If anything you would use the Apple Devices app, but that may not be able to do it either.
See Create and manage ringtones - Apple Community for general advice. You may need to use GarageBand on your iPhone as described in Create a ringtone of your Logic Pro or GarageBand for Mac song - Apple Support in order to get the phone to see it. Copying a .m4r into iCloud Drive doesn't seem to be sufficient.
Alternatively you could consider reverting to iTunes by removing each of Apple Music/Devices/TV and then you should be able to drag & drop from Windows Explorer to the iPhone where it appears in the iTunes sidebar.
tt2