PLS ANYONE HELP !!!!!!!!!!!

I HAVE DOWNLOADED MUSICS STORED IN MY WINDOW MEDIA PLAYER.I CAN WORK WITH ALL THESE MUSICS IN THIS AREA BUT WHENEVER I GO TO MY MUSIC IN THE DOCUMENTS FOLDER THERE IS NO EVIDENCE OF THIS MUSICS ON MY LAPTOP.I LIKE TO DO MORE WORK ON THEM WITH ANOTHER PROGRAMME WHICH IS NOT POSSIBLE UNTIL I CAN GET THEM IN MY MUSIC IN THE DOCUMENTS FOLDER.HOW CAN I DO THIS. PLS HELP.