Adding a File from the Internet
Downloading audio files that are protected by copyright and available for sale without paying for them is illegal, but there are plenty of freely available songs, sound clips, and podcasts out there, free for the taking from websites.
Go to the web page containing the audio file you want to download.
Right-click (Windows) or Control+click (Mac) on the link and choose Save Target As (Internet Explorer), Download Linked File (Safari), or Save Link As (Firefox).
Internet Explorer and Firefox ask you to choose a location on your hard drive; Safari begins downloading automatically.
When the download is complete, locate the file in Windows Explorer (Windows) or the Finder (Mac), and drag it into the iTunes window.