Here's how you can do it:
Open Apple Music App: Launch the Apple Music app on your iOS device (iPhone, iPad, or iPod touch), or on your Mac using iTunes or the Music app.
Find the Song/Album/Playlist: Navigate to the song, album, or playlist you want to download.
Download for Offline Listening:
On iOS: Tap the three dots (...) next to the song, album, or playlist. Then, select "Download" to start the download process.
On Mac: Right-click (or Control-click) on the song, album, or playlist and select "Download."