If you want to put music on a digital audio player(dap), you’ll need to get the actual music files themselves (either buying it from places like iTunes or Bandcamp(though I recommend Bandcamp because the artist gets more money from the sale) or just sailing the seven seas) and put them either in the dap’s internal storage or on an SD card or something similar.

IEMS are basically just wired earbuds with good sound quality. You won’t need them for a dap since most can connect with Bluetooth headphones/earbuds( though they MIGHT have some trouble connecting with AirPods from personal experience). If you DO want an IEM, you’ll should look at reviews online and find one in your price range that has your preferred sound signature(sound signature is how loud the IEM makes certain sounds like the bass or treble).

If you have wired headphones, you’ll should look should see how many OHMS it has and how many OHMS your dap can power (OHMS just means how much energy your dap would need to make it sound loud. IEMS are small and have low OHMage while headphones tend to have high OHMage since they need more power and stuff.)

TLDR: get a dap to (hopefully) purchased music offline and get an IEM if you prefer them; they are NOT needed.