From iTunes > Help >
Adding songs from the Internet to your library
You can add MP3 and other audio files that you find on the Internet to your library.
To download a song from a website:
Find a website with MP3 or other audio files, click to download the file, and then drag the file to your iTunes library.
You might have to register on the music site to play or download files. Don't steal music.
Depending on what you download, you may be adding a link to the file (the URL) to your library, or you may be downloading the music file to your hard disk. If you download the URL, a broadcast symbol appears next to the song in the library. This means the song is not actually on your hard disk, but when you play the song, iTunes will find the song on the Internet and stream it to your computer.
You can also buy songs from the iTunes Music Store. When you buy from the iTunes Music Store, the files are downloaded to your hard disk and automatically added to your library. For more information, search help for "buying music."
For more information about the iTunes Music Store, visit www.apple.com/music/store.
