As a more detailed response to Unknown's (no offense to Unknown), if you do not seem to have a music folder, here's what you do.
1. Go into your Add-Ons folder, wherever it may lie.
2. Right-click anywhere where there is not another folder.
3. Select New>Folder.
4. Name it Music, just like that.
5. Cut and paste all your music files into it.
Your music should now work. If it doesn't, post here again.