Look in all the other folders. Music doesn't have to be in a folder named Music. (If you used an app to download them, they might be in a hidden folder, so you can't copy them.)
For my mate 10 pro. All i did was plug in the cable to my laptop/computer. and it listed it as another drive in explorer. I selected the songs i wanted copied and made a folder on the phone and pasted them there.. I think there was a folder called music and I created a new folder under that. simple and easy