If the song says MP3 next to it, simply right click on the link (the song title) and "save linked file," "save link as," "download linked file" or the like. It will then download to your computer.
If the song is in a Soundcloud player like the one seen below, click on the downward-pointing arrow on the right hand side of the player.
If there is a link that says Download, click on that link and it will take you to an external site such as MediaFire or Hulkshare to download the song.
