No it’s not like a drivers license.
If you buy an mp3, you’ve got the license for it, that means you are a proofed owner of the song. If you download mp3s illegally, you don’t have the license (the proof that you bought it) for it. That’s as far as I know, and it’s like with films, that you are allowed to show them privately, but in the public, you have to pay some more money - in Germany you pay the money to the GEMA, a company that works for the music/film business and allowes you for a certain amount of money (not that much, but much enough for some people not to pay it) to play music in public.
I just wanted to know if it’s the same in a club, if the club or you have to pay some money for being able to play songs in public.