Where files go depends on your choices in setting up the store.
DEFAULT - DOWNLOAD DIRECTORY: ARTIST-ALIAS/PRODUCT-ALIAS -- PREVIEWS ALL IN ONE DIRECTORY: NO
Create the category (artist) and product (album) and MyMuse will create the directories.
Then you can upload through the Edit Tracks page one at a time, or by FTP. If you are using Amazon S3, go and upload all your files. Files uploaded by FTP/Amazon will show up in dropdowns in the Add/Edit Tracks screens.
DOWNLOAD DIRECTORY: BY FORMAT -- PREVIEWS ALL IN ONE DIRECTORY: YES
Create subdirectories for formats and upload your files.
Once you upload all your files the file names will appear in a drop down in the tracks add/edit page.
For security, if using apache web server, and your download files are within the web directory, confirm there is a file .htaccess at the top of the download directory
The default is:
This should stop direct downloads of files.
If it is not there, you can copy it from administrator/components/com_mymuse/assets/htaccess.txt -> images/A_MyMuseDownloads/.htaccess
Graphics: MyMuse creates a directory called images/A_MyMuseImages but you can put category/product images wherever you like.