Bob wants to know where Windows Media Player stores his music files on his old computer. He has no idea. Leo says you can use the manage file memory command. Ideally, it'll be in the music folder. Then, to start using iTunes, you can add the folder into the iTunes Library. But make sure you check the "let me manage my music" option in iTunes settings. Once that's done, you can connect your phone via USB and then sync. You may also have to convert them to mp3 because your phone won't play WMA files. What's a lot easier is to use iMazing.
Joe has 16GB of messages on his iPhone, and he wants to back them up before he gets a new one. Leo says you have to turn on cloud sync in the settings, and you'll need more than your free iCloud allocation to do it. There are third-party backups that let you save to your computer. iMazing does a great job. It's $50, but worth it.
Van has an old iPod Nano and wants to back up the media from it. iTunes doesn't work because while it sees the Nano, it's grayed out. So you can't really do anything with it. Leo recommends iMazing. It will work with any "i device." They have a free trial before you buy it. Another option is the Wondershare Doctor Phone. It specifically says it supports the iPod Nano.