Please help! I purchased a song and I want to use it in a video but it won't let me!

Please help! I purchased a song and I want to use it in a video but I press on add music in both my editing apps and it won't show up! Yes, I've downloaded it but it's still doing the same thing!! Idk why but it's not going into my files or something! The song I purchased was Build Our machine by Dagames! Plz help!!!

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