You won’t have to go through the application permission procedure when you open the app again, if you have to download it again, or install an updated version, you might have to go through the procedure again.
Songs that sounds like they have noise may be using the incorrect drum kit for the song. Is there an asterisk in front of the kit name? If so, you don’t have the correct kit installed.
You should have been prompted to set up a BB Workspace when you started the application. If you did that, you don’t need the BB connected, or even have the SD card in an attached card reader.
If all this is foreign to you, you should read the available documentation.