mp3 is an encoding format.u can dl mp3 onto your pc.u can also transfer music from cd to your pc which will be in wma format - although u can pay for a widgit that allows mp3 also
To get a little more Techie! The advantage of having an MP3 over any type of music file is that the encoding process removes all the "unheard" frequency ranges of the music, and usually reduces the size of the raw data by 12X. Most MP3 users will tell you it sounds no different, but to a sound engineer, it sounds crappy!
One last bit of info is that within the mp3 (i.e. sound) file is a "tag" which can identify the artist, track name etc. This is why, when you play it and listen to the song, you can be told of the song name, album and everything else.
Apart from listening to the song, do you mean anything else by "how do you use them" ?
If double-clicking on them doesn't already open them in Media Player then right click and "Open With.." and then add the song to a playlist.
Go to your windows media player (first buy a usb cable) and select copy to cd. Afterin the top right corner click on the box that says audio cd while phone is plugged in and select mp3 (or something) put the tracks u want to download and select copy music