I do not keep my music on cloud storage how do I label favourites in Apple Music?

I was an early adopter of iTunes having pre-ordered the original iPod 20 years ago.

I have a huge legacy amount of on line storage here at home and don't always have a fast internet connection so i decided ages ago not to avail myself of cloud storage for my music library - I have an iPhone and iPad with the biggest RAM available too, synced to my system so I have no need or desire for cloud based music.

I have just signed up for the free trial of apple music but at every turn am hit by syncing my library to the Cloud.

I am not going to and can search and find (with difficulty, I listen to mainly classical music) stuff I want to listen to but when I want to "bookmark" it I get the same message about syncing to the cloud.

I have my main library on my Mac Pro which is synchronised with my iPhone and iPad but I have a dedicated music iMac in my music room - which is getting a pain due to no update of OS and getting slow - and a different one on my Macbook Pro which I sometimes link to my HiFi with Airplay.

Anyway, is there any way i can get Mac Music working in my system without putting my library on the Cloud?