Hi Goldy, I don't understand the Music folder on the desktop, maybe someone with a pocket edge knows. As for the permissions nothing will happen if click on them, they are just so you know what the app is allowed to do, for example access the network, store things on your SD card etc. You can transfer or copy the file from your phones card to the edge and have them on both if you want. Easiest is to use a USB reader for the card and just copy the files to your SD card on your pocket edge. As for the phone call thing, the pocket or full edge does not natively make phone calls, but with an app you can.
I use sipdroid, with my Google Voice and Gizmo number on WiFi to make and receive calls on my edge - for free.