Well, you can get some on a CD if you want, but my music is on my iPhone as an app. My hearing aids are Resound hearing aids and their program is on my iPhone 7+. The actual program is found on my cell phone - I have had it for 4 years now and so everything I do with my hearing aids is on the phone. I turn on my hearing aids with the phone. I turn on the four programs with my phone. I switch to either one of the programs depending on where I am like if I am in a restaurant and it's noisy - I put the program for the noise. If I am in a looped church or auditorium, I put the t-coil on and it switches my hearing aids to that program. If I want to tune out my tinnitus - it will switch to the tinnitus program on my iPhone and if I just want the regular program, it changes to the plan program which is the default program. https://www.resound.com/en-us/hearing-aids
I also have a Tinnitus App by Resound that is specific for those who have tinnitus and want a variety of different sounds to pick from. This is a free app that I use intermittently when I want something on other than the radio or TV. I usually use it when I walk and think, or when I am writing.
There are more hearing aids/CIs programs that can be found on cell phones now so that you can stream your conversations and hearing right from the phone. I hear my telephone calls right into my ears when I answer my phone calls. I Facetime with my mom all of the time. It makes it much easier to talk to her since I can see her and hear it much better than in person, since she is in WI and I am in FL.