It's a track by RJD2 called A Beautiful Mine. It wasn't written for the show, so I don't think it really specifically represents anything about the show. I'm sure you could draw conclusions about what it could represent, but there's no real correct answer to this question.
Don doesn't love himself or believe anyone else could love him. That's understandable since he grew up being told very clearly that was unwanted. He keeps trying to fill this massive void in his life with professional success, drinking, and philandering but it all just leaves him feeling empty.
Don needs some serious therapy, which would have been incredibly difficult to come by in the 1960's.