HOW DO I DOWNLOAD SONGS ON ICLOUD ONTO MY IMAC HARD DRIVE?

open Itunes

go to itunes preferences

under store put a check mark in the box "Show iTunes in the Cloud purchases"

click on the clouds and it will begin downloadining into your library

I had the same problem. I followed these steps and it worked for most songs but some songs appeared in the faded gray color so I can't click the cloud button, disallowing me to download them. Any idea of how to fix this?