Beginner music set up

I am a absoulte beginner using the DDJ 200 but going to move on to the 400 or 800. This question maybe stupid but where do I get my music to start recording sets? Up to now I have been streaming music from Spotify using Djay app or sound cloud using We Dj. The problem is It won't let you record your sets from streaming sites. I used to purchase all my music from Google play store as I have android but you can't transfer any of that to any DJ software even tho I purchased it. Is there anywhere I can purchase or download tunes that save to my device so I can record sets to listen to my mixes? Cheers