My brother purchased this device in China for me. I was attempting to load information from a CD onto this device. I believe the information transferred into the player but I cannot find it now.

Would you please tell me the correct method to accomplish this task?

Thank you.

The files on your mp4 player probably need to be in another format than a music cd format
You would have to convert your cd files to mp4 file format and then put the mp4 format files on the mp4 player
There is no info that came with the player?