itunes playlist

I would like to make a playlist and add music from itunes that I haven’t bought, I thought as an itunes subscriber (paying a monthly fee) I could do that but it’s not letting me download music I haven’t bought to my library. I have selected “add to library” in settings. Any advice? This whole reason I signed up was to add to my existing music library without buying more songs. If I have to purchase more songs (and I have loads, hence the reason for staying with itunes) I’m better off using Spotify.