You can download music on computer and then transfer music to SD card which you can insert it into your MP3 player. Just follow the below steps.
YouTube MP3 is an easy-to-use online free internet music downloader. You don't need to download or install the software and you don't even need to register online. What you need to do is simply paste video URL into this free internet music downloader, then you can get MP3 file as you want. As it is platform-independent, it is not limited to use on different devices like Mac, Linux PC, Windows PC or phone. One thing to be highlighted is that all converted MP3 files are in high sound quality with the bit rate of 128 kBits/s. Now let's learn how to download music from internet for free.
1. Enter the website: http://www.youtube-mp3.org/
2. Paste the video or audio URL into the search box, then click "Convert Video".
3. The site will start to download free music to computer from internet. After it finish downloading, you can tap on "Download" to download free music to computer from internet.
For more methods, check: How to Download Music from Internet