I just bought a dxg digital camera with an mp3 player i dont know how to download songs on it?

Don't' get confused because it has both mp3 player and digital camera. Both functions separately. There will be a CD software provided with the unit. Put that CD in your PC and download drivers and software, Transfer music files which are already in your hard drive into mp3 player. Don't forget to connect the cord which is provided along with the unit. The soft ware is PC friendly therefore read the instruction carefully , It will guide you properly.
All electronic product can be handled by any lay man , Remember it is always a trial and error method!!. All the best.