First, install Nokia PC suite software which can be downloaded here: http://www.nokiausa.com/A4986252
After installation, you can start communication between the phone and the computer through either cable (special cable connecting the phone to USB port) or bluetooth port. You need a USB dongle attached to your computer if you use bluetooth. The special cable can be purchased from Nokia website.
The Nokia PC suite allows you to input files directly to your phone's memory or SD card from the computer. The Music Player or Media Player in your phone can play the music files. It supports both Midi and MP3 files.