Do you know the format of the music file, like MP3, WMA, WAV???
If you know that, then go to: Start>Search>Files and folders>type *.xxx
the x's are the format extension you are looking for, and click Search.
It will list all the files on your "C" drive that have that extension and the
ones you are looking for should also be listed. Now you can copy and
paste or drag&drop them to wherever you want.
Your "filing cabinet" is created by your AOL software. Open your AOL
software and look around for a "Filing Cabinet" in one of the menus. It's
been ages since I've used AOL but I believe it's under the main File menu.