Michael.
You can certainly record music onto SD cards, but you need to record it in a format that the car is capable of playing. There are numerous formats such as mp3, wav, ogg for examples so you need to find what format your car needs.
If your car does not have an SD card slot then you will need an adaptor to plug into whatever input socket is available. If the car has a USB socket consider using USB sticks instead of SD cards, though the same considerations of formatting must be applied.
There are many classes of SD card which are categorised on data transfer speed and capacity. I think even a low speed card will be sufficient for music, though it is always worth getting something better than the bare minimum. https://www.kingston.com/unitedkingdom/en/blog/personal-storage/memory-card-speed-classes
The subject is really too big to cover here so do some research or consult a car audio specialist.