How to authorize a computer to download iTunes purchases

Hello,

I have been trying to download a song from iTunes to add to an iMovie project. Even though the song is purchased, it doesn't let me donwload it into my laptop because it says I need to authorize this computer. I have Googled have to do that yet every time I got to iTunes> Account, there is nothing about authorization.

The message says, "you must authorize this computer from the Account menu before you can download previous purchases."

Thank you!