How Do I add a song in My Music to download?

I recently added Wu-Tang Clan's famous 'Enter the Wu-Tang' album from Apple Music, and it all goes well and good until I realise that the song 'Method Man' is not in my Laptop library. It is in all my other devices, but not on my laptop's. This is the only problem. I have tried pressing the add button for the song as well as removing the entire album from my library then re-downloading it, but the same song will not reach my laptop library. Nothing I do can fix this. Any help?