You don’t need a CD or whatever, or any downloading stuff. You probably just need to refresh your memory of how it works by reading the User’s Guide.
They’re all here on the forum. I’d provide a link to it, but you didn’t provide what model player you have. There are boards for each of the Sansa mp3 players here. Go to the board that matches your player. Usually (but not always), the very 1st (or top) post will be the General Information post. If it’s not the very 1st one, it will be close to the top and it will be a shaded color (not white). In this is usually a link to a .pdf document of the User’s Guide. You can save this to your computer if you want for future reference.
You should be able to easily find this and read it on your own to find the answers you need. You could also look in the How-To Videos board and view some of the videos SanDisk has put together to help you do various things with your player (like put music on)