With the right setting, Audacity will also record any sound being played on your computer. If you can hear it, you can save it.
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then

Add to that a YouTube downloader at https://vidd.ly/ and a generalized video downloader called "video downloader professional" (needs different ones for Mozilla type browers and Chrome browsers) (Google it)

and a free video editor at http://avidemux.sourceforge.net

and you can work with most formats. Playing them all is a matter of choice. I prefer PotPlayer to play almost anything, even though there are many choices----you probably have your favorite already.
***Note: So many options means YOU must be honest and respect the legal rights of owners of various material. Being able to enjoy music easily also requires NOT publishing, repackaging, selling etc. it. ***