Not for me they don't. Only the system sounds available out of box. Same results on the kindle fire, Archos 28, and eclair-running Coby Kyros. This is in settings-->sounds-->notifications, not in-app.
Btw my sounds are mp3s, not oggs
Samsung Galaxy Precedent (rooted, AreaRom 3.4 , sd-ext w/ 3.65GB internal space)
Kindle Fire (1st Gen, rooted, AOKP JB 4.1, Nova Launcher)
Samsung Galaxy SIII 4G LTE (rooted, Carbon ROM)