Regardless of the web page you visit, downloading a song is pretty much the same across the Internet. You simply find the song you would like to download, click your mouse on the song, and your web browser will take care of the rest and download the song to your computer hard drive. Sometimes the song title will be highlighted like any link on the World Wide Web, so you just click there. Sometimes a small icon will be next to the song that needs to be clicked. Sometimes you can right-click on the title of the song (PC) or option-click (Mac) on a song to be given a menu that will allow you to download the track. A little experimentation might be necessary to find the best method.
Most songs available on the Internet for downloading are delivered via paid websites. Amazon.com is one of those sites. You can search for the title of the song you want, then click on the song to download it, then you will be asked for your payment information before the download can take place. The same applies to the Apple iTunes Store, which is accessed using the iTunes software. You simply search for the song you want, click on the song to download it, and your payment information will be verified before the downloading will take place.
There are other sites on the internet that will allow free downloading of songs on an individual basis, many offered by indie bands eager to spread the word on their music. Some of these websites are music blogs such as ObscureSound.com or StereoGum.com that offer commentary and critique on music and allow the downloading of songs covered in their stories. There are numerous music blogs on the Internet, and a great way to search them all for songs to download is a website called HypeMachine. You simply type in the name of the song you would like to download or the band in which you are interested, and HypeMachine searches through all the music blogs on the Internet to listen to either in a stream or download.
Social media websites offer another means of downloading songs from a web page. MySpace and Facebook feature pages devoted to bands and musician with songs that can be streamed through your web browser, plus most of these songs can downloaded for free or for a fee.