1. Open the Apple Music app on your device (iPhone, iPad, iPod touch, Mac, or Windows PC).
2. Make sure you are signed in to your Apple Music account.
3. Find the song, album, or playlist that you want to download.
4. Tap or click the "Download" button next to the music selection. The download icon looks like a cloud with an arrow pointing downwards.
5. The music selection will start downloading. You can check the progress in the "Downloads" section of the Apple Music app.
6. Once the download is complete, the music selection will be available offline. You can listen to it even without an internet connection.
Please note that you can only download music selections from Apple Music while you are an active subscriber. If you cancel your subscription, the downloaded music will no longer be available offline.