Uber noob music question

[widsss]

I just downloaded my first song from the app store, opps I mean the play store or whatever. The problem is that I can't find the song on my phone. As for as I can tell it's in the flippin cloud. I want the physical file on my SD card. Can anyone show me the error of my ways?

 

[joggy]

You'll need to do this through the Music app. Once you have it open, follow the steps found here.