Please click on the link Helpful BeatBuddy (BB) and BeatBuddy Manager (BBM) links and read some of the user manuals.
You have to use the BeatBuddy Manager (BBM) to put songs and drum sets on your SD card.
To answer one of your questions, if all you want are a few songs, it’s probably less expensive (and wasteful) to buy the songs you intend to use. Although the Premium Library is well worth the price, it probably is not if you’ll never use the majority of the songs.