Unsync ITunes Specific Purchases from Apple Music

Hello all

I need some help/clarity if anyone can provide it.

I recently downloaded some Dj software on my Mac mini (2014 model/running MacOS Monterey 12.6.6)

I needed to download all the music I had bought from iTunes from years prior to have it available for the Dj software. When I downloaded everything it automatically also synced all the music to my iPhone as well.

How do I keep all the downloaded music Only on the Mac & off other apple devices?

Lastly is there anyway I can store all that music on an external hard drive to save space on my Mac?

Thank You for any replies and information I get.