Thanks for the information Joe,
Is your Mac running macOS Catalina? If so, the Apple Music User Guide has great information to help with creating playlists, including adding music to a playlist. Check out the guide here: Create a playlist in Music on Mac
You can also find great information for adding and downloading music on your Mac here: Add and download music on Mac
Specifically, the steps are as follows:
"To add music to your music library, do one of the following:
- Click the More button next to an item (such as a song or album), then choose Add to Library.
- Hold the pointer over an item, then click the Add button .
If you don’t see these options, either you’re not signed in to Apple Music using your Apple ID or the Sync Library option is not selected in Music preferences. Choose Music > Preferences, click General, make sure Sync Library is selected, then click OK."
If you're sure you are signed in with the correct Apple ID and Sync Library is turned on yet you're still not seeing the options above, let us know.
Take care.