New to this.......how do I .......

I'm new using this program and it seems to me I paid to use it. I'm downloading tunes......Now I want to sort them in my library according to Artists. How do I even attempt to do this. I've been using Real Player as my device to listen to music. It appears I can use this one for listening?? Omg, this is confusing at first.

I would appreciate any help at all

Thank You
Suede