Yes.
You can download music or digital audio files including MP3s to the APNK computer and then copy them to your removable media eg USB Flash drive
To listen to digital audio files you can use various media players installed on the APNK computers including Windows Media Player and VLC.
iPod / iPhone users please see our iTunes FAQ.
See also
Is the internet filtered?Information on the internet filtering in place on our PCs and wifi.