Hey there, Sebastian!
Thanks for visiting the Apple Support Communities. I understand you'd like to know if you can add songs to your Apple Music playlists without adding it to your library. I'm happy to help!
You can get instructions on how to add songs to playlists, but not your Apple Music library, in the Apple Support article Add a song to a playlist in Apple Music without adding it to your library - Apple Support.
To stop the content from downloading on its own, turn off automatic downloads under Settings > Music.
Best!