how to download music

From what? Anything you own that is on your computer, bought in iTunes, etc.. you can save to the phone through iTunes.

If you have a streaming service, you can also use their options to save to device to play music off local storage. I use Amazon music and have quite a lot saved on my phone for when it's out of service and to save on data usage.

If you are looking to just download pirated stuff, we can't help you there.