If a work has been given a copyright, the government has granted the holder a temporary, limited monopoly on reproduction of that work. When you buy a CD, you will almost always see, stamped somewhere on it, (c) Copyright $year, $holder, All Rights Reserved. This is not strictly necessary, but they just want to make it clear: No Rights Granted.
The copyright holder has all the rights to the work, and you are granted none beyond "fair use" rights (quoting small portions for critique, backup, resale, etc) defined in copyright law. You specifically don't have a license.