WhatsApp doesn't support sending music from your phone. I can send an audio clip but only of sound being played that can be recorded by the microphone. You might want to start different threads for different questions. I can't help w facebook, sorry.
Navigate to your profile page in the app and then go to your photos. Tap to open the picture you want to use as your profile pic, then tap and hold on the pic to bring up to bring up a menu that includes the option to "Make Profile Pic." The picture must already be in your FB photos so upload it using the app first if it's a pic you just took on your phone. Hope this makes sense, just holler if you need more help.