how to download an mp3 from a website

[EM1974]

I am taking an online class and there are some audio mp3's that I want to download but I can't figure out how to download them to the computer. I'll click on it and it starts playing but then when it is on my screen(grey screen with the play and pause button) and I have paused it there is nothing to save it. I tried right clicking, going to the three dot menu at the top of the screen. Do I need to download some kind of player or something? I thought the computer came with at least a basic one. Thanks for any help. 

[WAWood]

@EM1974 

Most music is protected by the owners or the company publishing it, so when you right-click on their screen, there is NO OPTION to download it. 

If they do want you to be able to do that, there is generally some button on the screen for that, and if the download is not free, when you click that button, they want you to pay for the download.

[EM1974]

I am allowed to download it. It pops up into another screen and starts playing. But the class is a paid class and we are free to download the audio and print handouts. I feel like it has to do with the computer that I am not finding. 

[WAWood]

@EM1974 

OK, then you need to check with whomever is running the class to find out HOW to download the mp3s.

I've done similar stuff online and the instructor posts a link to a page where you can simply click on each item you want to download and save it locally to your PC.  This is generally NOT on the same page you are using to either view written stuff or listen to audio stuff.