MAKE SURE YOUR FILES HAVE .mp3, .m4a OR .wmv AT THE END!

Open the location of your music. If you have more than one song, click and drag until all the files are a light blue. Then right-click and select Copy. Then, click on Documents (On the left-hand side), then Rockstar Games, GTA V and finally, User Music (or type \Documents\Rockstar Games\GTA V\User Music into the bar near the top). Then you'll need to right-click and select paste.

Now open GTA. V or Online, doesn't matter, as it should appear in both. When you get into a car, look for the Self Radio station. If it doesn't appear, press ESC on your keyboard, go into Settings, then Audio and Auto Scan For Music. Quick or Full, doesn't matter as long as it finds your music.