If you connect it then it's internal memory and any microSD card installed should show up as drives in My Computer. You can drag and drop music files into them.
Here is a Jwin support page www.jwin.com/support.asp?type=6
If you have the model number you should be able to download instructions.
At the very worst you could download a couple and see if the picture matches yours, or the instructions work on yours.
I had one turn up, no instructions or CD at all and displaying Chinese.
The model number was on the back, and it was a standard unit, presumably tested before shipping by a Chinese user and not reset to default.
An English manual will tell you which counting from the top those incomprehensible characters mean, and it will most certainly have an English setting.
Mine had some languages on the Chinese setting and displayed in roman letters and the second one down in Hungarian was Anglo. Google Translate could help here also.
Think of it as a MP3 player, card reader and logic puzzle.
I wish you success.