Thanks for reaching out here in the Community. To make a file offline really means to have the file reside on device. All the files you see when you open up Dropbox on your phone are not really on the phone Harddrive. It's just a thumbnail view so you can see what's available. When you click or select a file, it will download the file to the phone, and then it is used for whatever purpose it is to be used for. So when you select a file to be offline, you merely just downloaded that file, and its available even if you don't have cell service or wifi, this is because its a downloaded file that resides on the phone rather than a just view thumbnail
I hope I make sense.
You can find those music files you sent to your phone, and make them offline, by selecting the three dots that is shown by the right side of the file and select 'Make available offline"
Then you should be able to select them and hear them.
If you want to use them for your music app. You need to open up those files and select share then select export file. Then a window pops up and then you select the music app that you want to use. Then it will download the file to the app. Then in the app usually there's a folder named recent. so then you can add it to your playlist
Hopes this helps
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