References to the "song" in "The Idea of Order at Key West" function as an extended metaphor for art itself: the actual product of the artist and the inspiration. While the "song" represents just about any creative product, it's no accident that the term "song" is probably most logically associated with a poem. Stevens wanted this connection to be clear.
The song is also set in juxtaposition to another recurring image (stay tuned for a detailed discussion): the sea/water, which represents, among other things, inspiration or the muse. When you're reading (and rereading) "The Idea of Order…" try substituting poem or painting for song. Of course, it seems a little strange when you read that she sang her painting, but you'll get the idea that Stevens is on about art in general here, not just poetry.