Broadly speaking, there are 3 common ways to do it:
1. The player (if hooked up to your PC via USB) shows up as a drive letter. You use My Computer or Windows Explorer to copy anything to it that you want.
2. The player is recognised by Windows Media Player or iTunes and that lets you synchronise its library with the player.
3. The player comes with its own software you use to put music on it, either on CD or downloadable (or even on the player itself).
I'd start with trying #1.
I have a Sylvania mdl SMPK8099 I just got and I don't know how to put music on it. I got as far as Imesh on line and created a playlist (or two) but I cannot get it to download into the player. I am using Windows 7 on a HP computer. The manual that came with the player is NO help... far too brief for this grandma! thanks for any help!