Windows does not have a dedicated platform for downloading music, but Apple does. You can also use iTunes on your PC for accessing iTunes music. Before you can do that though, you’ll need an Apple ID, and you’ll need to input your payment information so you can purchase music through iTunes. Once your purchase an album or a song, you’ll be able to download it to your computer.
There are websites that convert YouTube videos to an MP3 file so you can download it as an audio file onto your computer. One such website is this, where you can just input the link to the video and the website will do the rest for you.