Get music onto your device
Copy music files from your computer to your device (learn how). Music finds them in the device's internal storage by itself. Songs on memory cards and USB sticks are under Folders.
Music plays MP3, M4A, M4B, AAC, FLAC, Ogg, Opus, WAV, WMA, AIFF, APE and WavPack files.
To put playlists on your device too, see Import a playlist file.
You can also stream instead of copying. YouTube Music works without an account. For SoundCloud, Jamendo, the Internet Archive, Deezer, Spotify, Tidal, Qobuz and Apple Music, add the service in Accounts. See Stream music.
Checked against the LuneOS code and installed apps. Nobody has tried these steps by hand yet, so tell us if something differs.