put in the cd that came with the mp3mp4 player and pluged it in but...

I pluged in the usb port and inserted the cd that came with my mp3mp4 player (thats what it says on the back mp3mp4) but I can't seem to figure out how to put my songs on the player.  The cd is no help and I don't know if I got a defective product or something. I don't know much about this stuff so please someone help me.