You can use apps like Fildo which let you download entire music albums to your Android device free of cost, or you can buy them from Google Play Music. I have tried adding an abulm to my Evo with no success. I mount as a disk drive. I go to the Music folder. Then I create the album artist. After that. Open the playlist or album you want to download. Tap the download icon next to the three-dot.
Fill in the "album artist" field and make it identical for album fragments you want to see as one. You can download music you've purchased or added to Google Play to your mobile device or Save music to an SD card (only available on Android +). Android Auto - Google Play Music: "Google Play Doesn't seem to be to browse and play music albums you've downloaded to your phone's.