With high speed

wifi internet connection, along with Win 8 or 8.1, you can take advantage of the free streaming of thousands of your fav tunes in whatever genre, and whether streaming or on your hard drive...
And, thank goodness for PG products like the all-in-one disk, which is downloaded right into my hard drive...including the "superdrive" renditions which are available with a 'right click'!!
There are big venues where I've played that are not wifi capable, and so CANNOT get on to the internet for all the streaming tunes I have set up to work from the clouds.
Downloading on X-Box Music will allow you additional free programs that will easily install other X- Box shorcuts (and immediate gratification to the best of woodshedding guideposts to certain artists)!
...nice and easy does it, when building your access to thousands of tunes or educational approaches...for instance Jamie Abersold, or You Tube access/shorcuts, and as I've said before...either free access shortcuts to music or other data that is sure to help progress in your idiom, or new ones!