Most people "download" for offline use through streaming apps. This allows you to listen without using data, but you do not "own" the MP3 file:
The Weeknd's "I Was Never There" is available through several official and legal channels. Depending on whether you want to a permanent copy or listen offline via a subscription, here is how you can get it: 1. Purchase a Permanent MP3 I Was Never There MP3 Download
If you just want to listen for free and have an internet connection: Most people "download" for offline use through streaming
Click the + Add button and then the Cloud/Download icon. I Was Never There MP3 Download