Preston's music is in the cloud now, but he wants to know how he can listen to that when he's not on the internet. He's using Apple Music. Leo says there's a button in Apple Music for downloading music, and as long as he's a subscriber to Apple Music, he can download and play the music even when he's offline. He just needs to find a playlist or album he likes, and look for the download button. Sometimes music services will phrase it a little different, and say "Cache" or "Pin" instead of "Download."
For music that he already owns, he can just sync it from iTunes to his phone. He also could get iTunes Match, which will match the tracks in iTunes and make them available in the cloud to access on his phone. If iTunes doesn't have a copy of the music file, it will just upload it and make it available for download on other devices.