Load MP3 files on my Nexus I want to listen to mp3 files of a lecture while viewing pdf files (containing the lecture notes).  

How do I load the MP3 files onto the Nexus? 

(The MP3 files currently reside on my hard drive.)
You can connect your device via the USB cable and then drag and drop the files from your PC to your device. You can also transfer the files via a syncing app like Google Drive or Dropbox etc. Use the music player of choice to keep playing the audio files while you use your office viewer / to read the PDF file.