pretty much what the person above said
that being said, if you're looking for the possibility of "downloading" specific music you yourself like to osu! (since I'm getting kinda that vibes from the opening post as well), that's not exactly possible straightforward like that. Beatmaps in osu! are manual, user-based effort, so they won't just happen on their own. If you're interested in that (aka mapping), you can start by giving the
respective wiki a look. That being said, being super new, it's probably better you get a bit more familiar with the gameplay and game itself before diving to the deep end