To set the notification sound for pop-ups you need to go to Settings => Sound where you will see a variety of different options for reminder tones.
If you're using Android 8 and above, you might not be able to see these Settings. Instead, you're able to set the app's sounds directly from your Device Settings: Go to your Android Settings-> Apps & Notifications -> Any.do -> App Notifications - Reminder Notifications -> Sound. From there, simply choose your preference and you're done :)
Be advised that these options depend on your device's launcher and may not be available for everyone.