To Unlocking the Songs:

To unlock the songs, you must be playing the specific
course while you are in CHALLENGE mode. 

The song you get for completing the Expert Course:
The Samba de Amigo song. 

The song you get for completing the Standout Course:
The Theme of Inoki song. 

The song you get for completing the Apprentice Course:
The Soul Bossa Nova , Love Lease, and Tequila songs.