Itunes wont play unless connected to the internet

I just bought a new laptop, and I download itunes. I logged into itunes for my account, and my library populated. All of my songs are there, and they will stream when I have wifi on. I would like to be able to play everything regardless of being connected to the internet. In my library, there is the cloud logo with the downward arrow, but it appears that I need to choose this option for every single song vs a lump sum download option.

Ive been reading through other forums, and realize that everything looks foreign to me. if you can help, please give me step by step instructions. Itunes, icloud, imatch.. blah blah... make it simple please, im getting really frustrated 😟 (explain like youre telling your parents lol)

ps. anyone else think that itunes used to be simpler and more intuitive?