You can play some music in the background of your app using the MediaPlayer class. Here is some sample code to show how simple this can be:

// Create a MediaPlayer object
MediaPlayer mp = new MediaPlayer();
// Choose where to load the music from
mp.setDataSource(musicFileToLoad);
// Call the prepare method
mp.prepare();
// Play some music
mp.start();

Take a look at the official documentation for full details at http://developer.android.com/reference/android/media/MediaPlayer.html.

This is also made easy for us by Android. On the Android Studio palette, you can drag a MediaController widget, which not only allows your user to control music playback but video as well. Find out how to use this widget on the Android developer site, http://developer.android.com/reference/android/widget/MediaController.html.