The file you purchased is a compressed (zipped) file, the easiest thing to do if you have access to a computer is to download and unzip the file using that and put the contents into iTunes to transfer to your iPad.
To download it login, visit my account->files and click on the file (e.g., Simply Calm.zip).. when this is downloaded to your computer you should be able to unzip it using an unzipping program (free examples of zipping programmes are http://www.zipeg.com for mac or http://www.jzip.com for pc)
An mp3 is a format on which sound is recorded, just like tape, vynil, cd, and so on... an mp3 is just like one of those, but a file that exists on your computer, or other device. If your file is not an mp3 it's a different fomat of audio recording, in which case you'll need to convert it. There are many free mp3 converters out there... but lots of us already have on on our computers.. it's called iTunes:
Android: On the android phone we used clicking and holding on the filename (example.mp3) brought up a menu that allowed you to download the file. The file was then found by browsing to Apps->my Files -> Download, where you could rename it to something more memorable and play it. It was also found automatically by google music.