The easiest way to put songs onto an MP3 Player is using Itunes. Itunes will synch with Ipods and allows you to choose which music to put on the player.
To download an mp3 you need to find a place to buy mp3's or a site the has free ones. Then simply select it and save.download it to your computer. Then you can either copy it to a mp3 player or use a media player to play it.