Hi Wademilw8869,
You may find this guide useful: [COMPLETE GUIDE] How to fix most Android issues. There's some info about Android + SD Cards there.
I want to say no to your question about playing in Android Music Player once you've downloaded the music, but I am not 100% sure on this. Perhaps someone else can chime in. I was unable to find anything about this in the search.
Thanks,
Kitty