Yeah, there should be a feature on your phone called "music player". If not, just go to your files and look in the 'music' or 'downloads' folder. You can also add songs to a playlist if you want. At least you should be able to with a Samsung phone.
Cheers for the replies guys, have just got myself a Sony xperia z tablet and am beginning to think I should have got something a little less complicated. We have now found the albums, didn't realise I had to open one of the pre installed apps. Everything seems a bit confusing at the moment but i'm sure I will suss it out eventually.