How to activate Apple Music subscription purchased through MTN SIM card?

You should receive an email with a url to initiate the link process.

click here ➜ Connect Apple subscriptions from your wireless carrier or other provider to your Apple Account - Apple Support

and here ➜ https://play.mtn.ng/apple-music

You need to contact MTM since that is who you are paying for the subscription. They need to link your account and that has not been done. That is a very common issue where many users have asked the question here and contacting MTM resolved the problem.