In addition to being an engineer, I am also a professional musician, and I have done five national tours in the U.S., and recorded three albums and countless demos.
To address your first question: music is played (on the radio, on your music apps, etc.) by a recording of a "session" being re-played digitally, the sound traveling as a digital signal to a set of speakers (whether that is a set of earbuds, the speakers in your car, etc.) which then converts to sound and travels to your eardrum!
To get these recordings, a musician enters a recording studio and performs a "session", meaning they play their music as well as they can into a microphone, and a producer or recording engineer utilizes recording equipment to capture the sound digitally and save it, to be played back later.
If you would like to learn more about how this process works, I recommend going to youtube and searching for the phrase "how do recording studios work?", there will be a lot of interesting information for you there!