Downloading songs to my desktop problem - Using Cloud Library

Before using Cloud library I was able to drag songs out opf Music right to my desktop. Now that I have Cloud Library I cannot anymore. I saw a messages that I need to sync my library with cloud library which I sure an account with someone. I chose this option and the Cloud is still updating for over two hours. Is this normal as I have a large library.

Please advize as this is one of those things I always wanted to ask about but never had the time until now.

Anypne

RD