Purchased music doesn't show in my music library

(I'm sorry, if I'm unable to explain my problem correctly, I'm still fairly new to Macbooks and iOS.)

When I had a Windows laptop, I was using iTunes to purchase music and it worked well enough. Now I have a Macbook and I can't locate my music anywhere. I understand that iTunes no longer exists and I am still using the same Apple ID as during my Windows-iTunes times, but my music doesn't show up in the Music app. Is it because I don't have Apple Music subscription? Or am I just looking for it in the wrong place?

How do I get my music back? Or at least in my library? Do I need Apple Music now?

Thank you.

Again, sorry if the question is too chaotic. I'm just as confused.