MP3 music files are highly compressed so they are quick to download. Save them to a folder that you will remember. Then after they have downloaded, just double-click the filename and it should load into your music player software and play.
If this doesn't work, you may need to turn the loudspeakers on. Or download some recent music player software. The latest version of Windows Media Player is available from Microsoft, or you can get WinAmp among many other free players.
© Jonathan Sturm 2001