Say your users upload files to your server (like you do when you add an image to Facebook, or any other site). In your case, mp3-files. These files are stored on your server - either in one general folder, or in subfolders belonging to each user (the latter might be better to avoid people uploading files with the same name, overwriting other files, etc.) - your upload script needs to put these files where you want them AND store this path with the file-name in the database. Technically, if you know the file-path beforehand (which you should do), all you need to store in the database is the fileNAME.
That being said - you might not need to store files or filenames in the database at all. You can just read the folders (would need a folder per user, probably) and parse the files found in the folders, and show those.
Your level of knowledge seems maybe a little less than what I would recommend for something like this (there are a lot of pitfalls allowing people to upload files to your server, if that's what you're planning on doing), and you might wanna train a bit, learn a bit more, before doing something like this.
At least I would recommend perhaps using a ready-made upload script to help you with the logistics.
