Only IF someone is sharing the file as a single file. This might be a single mp3 or it might be a type of Albumwrap, often identified as albw in the filename. See How to Downld whole albums & Albumwrap You can then unwrap the individual songs on the albumwrap ... it's similar to a zip file.
BTW there's lots of albums that have that song on it. Do a search for it here: http://www.gracenote.com/music/index_old.html filling in the artist & song title in the search bar (tick those options) to find which albums the particular song is on.