I want to drag/drop one small MP3 file that’s in my Windows Media Player playlist. I think it’s MP3 – I downloaded this file from YouTube. I have read about several ways to import a file to Audacity. I’ve tried all of them, none will find the name of my tune. The simplest one says "drag and drop the tune into the Audacity Project window. What is that, and where is it in the Audacity? What does the project window look like – anybody got an image of it? I can’t find it and every time I try to drag my file to any place in Audacity, I get a "circle slash. Where can I find a picture of the Audacity Project Window? 
Please tell us what version of Windows you are using and what version of Audacity (all three numbers, please see the pink panel at the top of the page).
You can’t drag files from a Windows Media Player playlist into Audacity as far as I know. Try right-clicking the file, choose “Open file location” , then drag the file from the window that opens into Audacity. If you are on Windows 8, 8.1 or 10, note that permissions are involved. For example, you cannot drag files from a file manager not running as administrator into Audacity running as administrator.
The project window is the window you see when you launch Audacity. Note that you cannot drag files into Audacity if dialogues are open inside the project window that prevent you doing things in the main project window. For example, if Preferences are open you cannot drag files into Audacity.
The most foolproof way to import files into Audacity is to use File > Import > Audio… .
Gale