I think I may have found part of the problem...
I turned off my broadband router and used my iPhone as a Personal Hotspot (4G on O2) and Apple Music worked perfectly on my Windows 7 PC.
I turned the Hotspot off and turned my router back on and once again I get nothing coming through Apple Music.
I have a fairly newish Sky Hub router. There's obviously something to do with that which is stopping it from working. I'm going to contact Sky today and ask them (unless anyone here can figure it out).
As a side note, Apple Music works perfectly on my iPhone and iPad when connected to my Sky Broadband.My PC is wired directly into my router; it's not connected wirelessly.