Yes.
To start listen to the music your provider created for you, you need to download the music into your device first. To download the music, you need to use the PIN code your provider sent you and a working internet connection (e.g. Wi-Fi).
Without this PIN you can't access your music.
To download the music, launch the Sonorias app (either on Android or Apple iOS) and click the lock icon in the top right corner to enter the PIN code. Once entered, the download will start and the files will be downloaded into you app (into your device) for offline listening. This means that once the files are downloaded, you don't need internet connection to listen.
The actual space required for the music depends on the amount of tracks you have. One track music needs less memory than a 6 track music. The free space needed for the music usually is between 150-500MB. If you don't have enough free space, you will need to make some space by deleting some of your content (pictures, music, videos,...).