changing notification sound for different notifications

I want to change the notification sound for each event like email, FB, SMS so it plays the sound I like and differs for each one from the other, is there a way to do this?

Searching for it, led me to the fact that I can do it but I'm not sure how and there was nothing which seems the right thing to do.

Open Settings.

To change the system's notifications, navigate to General > Sounds:

Currently there is no way to set apps' notifications unless there is a setting within the app. I recommend you thoroughly look through the apps' settings if you want to do this.

Edit: In regards to our conversation in chat about this topic, here's some more info.

System apps, again, you can change using the above method. Other apps depend on a per-app basis: It is entirely the developer's choice whether to support functionality for customizing notification tones. Facebook, for instance, does not.