Choose MP3 or MP4 audio format as per your requirement. You can download Music from more than 3000 Music sites such as BBC, Dailymotion, Facebook, Vimeo, Vevo.
I'm not sure what you're trying to download or where you're trying to download from, but if you want to keep it simple a good place to start would be to open your Windows Store app, then type MP3 downloader into the search box and hit enter; that will give you about a dozen or so free options to get you going.