Downloading to Apple Devices
Apple devices handle digital downloads differently than non-Apple devices.
Apple devices do not automatically save downloaded PDF files unless you open the file in the native iBooks app. If you are downloading a PDF file to your iPhone or iPad, make sure to "open in iBooks" in order to save the file to your device. Otherwise, once you close out of the file, you will not be able to get it back without re-downloading it. Here is a link to a support discussion: https: //discussions.apple.com/thread/3484381?start=0&tstart=0'
As for mp3 files, Apple doesn't have a player in which you can automatically play this popular file type.
You can either use an app in the iTunes store, or download the mp3's to your iTunes on your computer, and then sync to your iPad. Another easy way to do this is to use Dropbox, which will create a folder for you that you can access on any device, any time. If you store mp3's in a dropbox folder, you can listen to them any time on your iPad. (There's a link to Dropbox on your sendowl download link.)
Here's a link to one of the MP3 players on iTunes: https://itunes.apple.com/us/app/mp3-player-free/id605756043?mt=8
Here's a discussion about saving MP3's on Apple's forums: https://discussions.apple.com/thread/4853199?tstart=0
Here's a link to Dropbox on iTunes: https://itunes.apple.com/us/app/dropbox/id327630330?mt=8