You can dowload music to an iPod using Apple's digital music store iTunes. Music can either be bought directly on an iPod or you can use a PC/Mac to buy music and sync the music to an iPod.
The iTunes Store is a digital media store operated by Apple. It allows users to purchase digital mp3 copies of their favourite music. Purchases can either be made using a credit card or pre-loaded gift cards. The iTunes Store also sells movies, TV shows, books, audiobooks, and podcasts. The iTunes store is available on Mac, PC, iPad, iPhone, iPod touch and Apple TV.