Entire iTunes download
Can I download my entire song library, over 5000 songs to an SD card, and how do I do it?
iMac 21.5″, macOS 10.13
Yes, but it is not a download, it is a copy. Highlight the tracks and drag them across, starting in small batches. Make sure your SD card has enough free space, since 5000 songs could be 40 GB (more or less).