Is it possible to save music that is audible on some web pages?

Yes and No! First of all, you need to check that it is legally OK to do so - this could be hard work. Now you hit the technical problem. It is possible (though unlikely) that the music is running from a "streaming server" in which case, you will have a great deal of trouble getting it. If it is saved as a file in the site, you should be able to find it in your "Temporary Internet Files" folder.