Is it right to say sensual music? What is its meaning when used like this?
The meaning of sensual is "of or arousing gratification of the senses and physical, especially sexual, pleasure." In the sense of "arousing gratifications of the senses," the word could be used when referring to music.
The NOAD has the following note, about the usage of sensual:
Well, Yeats used it to great effect in his poem "Sailing to Byzantium":
(N.B. This is also the poem that gave the Coen brothers'* No country for old men)
Sensual is an adjective meaning physical, carnal, bodily, etc. It is often confused or conflated with sensuous, which means sexy, attractive, luxurious, etc.
* Via Cormac McCarthy (thanks for the reminder, @Callithumpian).