I have gotten neither a dog nor cat to appreciate music in any way shape or form, they will respond to your mood that is affected by the music from my experience.

Birds on the other hand, they are musically more inclined than we are in some ways. I had a conyur, a small type of parrot, 30 year lifespan I think on these, he was adopted after his old partner (person,) died, that did seem to enjoy music, and I would share bird songs I remembered with him and he was very interested. He was also a total dick and would bite you for funsies then run into one of his lairs, but that's another story. As is my sharing of wine, beer/ale, and mixed drinks like gin and tonic with him. He would drink a bit, then cut himself off and just throw it around with his beak.