Unable to play songs on Apple Music using iPhone says "Song is not synced across all your devices"

In the music app. Songs are greyed out on my iphone and if I select one the message "Song is not synced across all your devices" comes up with the instruction to go to my PC and Sync library. But Sync library is not an option in Windows 10. Back when it was available it did not solve this problem and now it is not available only the Icloud music library option is available (it says "store your apple music in Icloud so you can access them from all your devices". These messages appear to be incorrect.

What am I supposed to do?

[Re-Titled by Moderator]