It will either say something like nameoffile.mp3 or nameoffile.flac.
If it does not right click on the file and choose properties and then around a third of the way down in the box that pops it should say Tpye Of File and should say something like mp3 file, wav file.
Have you tried using windows explorer and putting any music in the music folder?
Please be aware that when you ask to put music on the device it is not instant depending on size/how many files it can take a while.