Although every products has its unique copyright agreement and conditions, the chances of violating a rule by downloading music or storing a digital media locally without giving any money are highly likely.
Let's dissect the "copyright" itself. It is formed by the words "copy" and "right" to express the owners rights on a product or its copies. Any product of a thought process may be subject to copyrights. To put it as simple as possible, once the product itself is "alive" copyrights of it becomes, too. Registration is not necessary.
Copyrights of an artistic product is preserved even after the artist's death. Once 70 years is passed, products of the artist are no more subject to copyrights. Copyright violation in music may result in prison for 1-4 years and violators are expected to compensate the material loss.
Individuals are responsible of their works' copyrights. If you own the copyrights of your work and you think there is a violation, you should personally get in touch with a prosecutor to get thing straight.
There are unions formed to protect musicians' rights both globally and locally. Here are some examples from Turkey:
If you own a musical product you can register to a union of your choice to protect and keep track of your copyrights.
Well we are lucky to have internet, finding royalty free music is easy. Here are some websites that distribute music without copyrights:
Youtube Audio Library, as you can see from its name, is an internet platform founded by YouTube to provide YouTubers royalty free sound effects and music without copyrights according to their needs. If you are a YouTuber looking for free music, you can check out the "Audio Library" in your "Account" section.
Ah, another audio platform founded by another online video distribution platform! Well, Vimeo Music Store works almost exactly the same way with YouTube Audio Library and serves the same purpose: give content creators royalty free audio.
Although Soundcloud is not mainly built for royalty free music, it can be used for that purpose. Users can make their audio files downloadable by others, in other words giving them for free.
Incompetech protects the provided audio with Creative Commons License. This means, you can choose a great background audio for your content but the owner of the audio determines whether you can monetize your content with using the audio or not.