Use the phone memory in file management to find and mark those song files. Long press the song and it will display the move or copy to the memory card. For Android phones, the disk starting with sd is the memory card. Just paste it in. ;

The memory card is the default choice for downloading songs on the mobile phone. Song files that have been downloaded and stored on the phone can be moved and pasted to the SD card in the file management folder;

In the music software tracks Right-click on the music, click Download and a download address will appear. Click again to enter local management and you can see the downloaded music files. Use a USB cable to connect the phone to the computer and transfer it to the SD card on the phone.