In which country/legislation?
In the U.K. at least when you buy a cd or dvd you are only entitled to listen to/ watch it for personal use. Broadcasting it and playing it in public are illegal. I’ve not kept up with the law, but in 2015 a move to make copying for personal use legal was also overturned.
http://blogs.lexisnexis.co.uk/wipit/quashed-whats-next-for-private-copying-in-the-uk/
The Performing Rights Society zealously guards and attempts to enforce musicians rights to royalties.
https://www.prsformusic.com/
So don’t open your windows when you’re playing your stereo!