Using Xbox Music and a data connection, Windows Phone 8 can listen to a song and then try and tell you what it is. This is done by pressing the search button at the bottom right and then hit the middle option under whatever image Bing has chosen to display.
It’s the one with a musical note. Once pressed, the phone will display ‘listening for music…’. If a song is found, it will then show the artist and the album it’s from, so you can download it there and then. If not, you’ll be presented with the option to try again.