The DCIM folder is usually reserved for photos taken with the camera. If the op put the music on the phone originally manually, it should have been saved to the Music folder. If it was downloaded from the specific application, more then likely the music was saved to the application specific folder or saved as hidden temporary files because of the DRM restrictions on the music keeping the downloaded music inaccessible to the user from the phone.
I'm most definitely NOT a VZW employee. If a post answered your question, please mark it as the answer.