How do I transfer music from my PC to my SD card?

I am sorry but the additional detail doesnt make logical sense.
First, if your computer has a SD card slot, insert your card into it and find the appropriate driver inside My Computer to access any data in your card. If yours doesnt have one, buy an external SD card reader/ multiple card reader as a replacement of the slot.

Regarding your additional detail, I assume your are playing the music through a phone which uses a SD card as its memory stick. You can put any kind of files into the SD card basically. However, to play on your phone/ sound device, you have to make sure what file type it can read and play. To know more about this information, look at your device's manual or spec.

For example, Nokia N82 can only play AAC, AAC+, eAAC+, and WMA type of music.

To download music onto your computer, you may purchase them from the iTunes store, load them from a CD, or download them on the Internet (find them yourself).

PS
If your phone uses a MircoSD card, which doesnt fit in the SD card slot of your computer, you need to transfer files using an external card reader OR a cable connecting from your phone directly to your computer. The cable should be come with your phone (if not, you will have to purchase one). You may also need a software for the cable to work. However, you dont need any software/ program for the external card reader to work.

Insert your SD card into its slot in the pc, open it up in My Computer and simply copy and paste the files across.