You may want to be more specific with your question. For example, what app/program are you using to place music on your phone? Are you loading music files onto your phone from your pc? What file format is the music in (mp3, flac, etc.,)?
A good start would be to make sure you have a file explorer app like ES File Explorer or Astro. ES has a media players built in.
If you are downloading from Google Play Music, then you will need to be rooted to view the individual files outside of the Google Play Music app.