First off, go to Settings > About Phone and check your "Build Number." If it says 2.73.x.x, you dont need to worry about updating the ROM for a while. If it says something like 1.73.x.x, I would strongly suggest updating. You can find the propper ROM update from HTC's site on their support page.
For music files, you just upload them or delete them from your MicroSD card. You can either use an adapter and plug it into your computer directly, or use the USB cable. When you plug it in, it should ask if you want to mount the SD card for file transfer.