You can download songs on Wynk App by by subscribing to any Wynk Premium subscription. Once downloaded, the song will always play offline i.e. you do not require any network or data connection for it, but you should have an Active Wynk Premium Subscription. You can play the downloaded songs from within the app only. Find your list of downloaded songs in the My Music section of the app.
When you purchase a song / album on Wynk, it is a permanent download (MP3) on your mobile. You can play that song in any player and transfer the song across devices. You don’t need to be a subscribed user to purchase songs. You can find your list of purchased songs in the My Music section of the app.