Q: how can I copy protected songs to a usb drive

I don't believe you can copy DRM protected files.  However, you may be able to use iTunes Match to upgrade them to unprotected mode.  But be aware, a small percentage of track will not be upgraded usually because the original version is no longer available.

Use iTunes Match on your computer, iPhone, iPad, or iPod touch - Apple Support

Copying the files isn't the problem, however it is unlikely to be useful since they can only be played on an authorized device. Apple Music tracks cannot even be manually transferred from one library to another by copying the physical files. Any attempt to import copied Apple Music files will see them discarded. iTunes protected purchases can be copied between authorized computers.

tt2