Unfortunately, direct download of Melody Loops music to an iOS devices is not possible due Apple restrictions. You must first download melodies to your laptop/desktop, then import the music into iTunes and synchronise it with your iOS device.
You can also use Dropbox/Google Drive apps to save and share files. Click to download music archive with MP3/WAV file and select to open it with Dropbox/Drive, music files will be saved into your account. And you'll able to share and send it.