You don't need to have iCloud signed onto your Mac. iTunes in the Cloud (which is not the same as your iCloud sign-on), houses all of your purchases. Regardless of where you purchased the music, you can download it to your Mac in one of two ways:
Under the View Option on the top menu, turn on "Show Music in the Cloud". This will then show you all of the music purchased under the iTunes ID that is signed onto the Mac or PC. If you want one or more of those items in your iTunes library on the Mac or PC, click on the little cloud next to the item and it will download. (if you cannot see the top menu, click on the ALT key to display it).
You can also go to Purchased under the Quick Links section of the iTunes Store and then click on Music, Not in My Library, and either Songs or Albums. You will then see all purchased music that is not currently in your iTunes library. You can download them selectively, or at the bottom, click on Download All to download all of them. You can do this with purchases under any of the categories - Movies, TV Shows, etc.
Cheers,
GB
