Is it legal to download music from free sites?

It is allowed IF and ONLY IF the artists permit it. If a website is allowing downloads for music without the permission of the artist then it is not only considered theft and violation of intelectual property but, in some cases, equatable to a criminal offence. And no matter where you live, even if your country does not adheer to the same laws, it IS INTERNATIONAL COPYRIGHT VIOLATION. This applies everywhere and whoever you are, whever you are, you are subject to this law. Don't steal music. Period.