Summarize the following:
Right-click on the MP3 link, choose the option Save Link As from the popup menu, use the displayed box to select a location where you want to save the file, and then save it. You can now play it on any app that enables MP3 files. Some apps that support MP3 files are Google Play Music, Real Player, Winamp, and VLC Player.

Summary:
Save your file. Copy the MP3 file onto your mobile device.