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Musicians get paid when their music is sold or performed. It’s how they make their living, and any attempt to sell or perform music without paying for it is theft; it’s literally taking money out of the mouths of the artists. (It also takes money away from the artists’ record labels and music publishing companies, which, while also wrong, you may or may not feel quite as bad about.)
Let’s start with the concept of copyright, which is the right given by law to the creator of a work to determine who may publish, copy, and distribute that work. Every music track you find online is a piece of intellectual property that is protected by one or more forms of copyright.
First, the song itself is copyrighted by the songwriter. In addition, there’s the recorded performance of the song, which is copyrighted separately by the recording artist. In the U.S., a song is copyrighted as soon as it’s written, and a recording is copyrighted as soon as it’s recorded.