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If you’d prefer to save your iTunes content to somewhere other than/iTunes Media/Music/, then:
To download multiple songs simultaneously, hold down the ‘Command’ key on your keyboard while clicking each song you want to download, then Control-click any highlighted song and select ‘Download.’ iTunes will then download all of the selected files and store them in ~/Music/iTunes/iTunes Media/Music/. To download a song, click its accompanying cloud icon, or Control-click it and then select ‘Download’ from the context menu. To arrange these items based on whether they’re present on your local machine, give the little cloud icon in the toolbar a click (where the cursor is positioned in the following screenshot). All of the songs that aren’t available locally will have a little blue cloud icon next to them. Select ‘View’ from the iTunes toolbar, and make sure ‘All Music’ is selected. The first step to making sure all your favourite songs are available locally, is to check which songs you’ve purchased via iTunes, but haven’t downloaded: Note that even after de-authorisation, any iTunes content you’ve already downloaded will remain available locally. And, if you ever need to de-authorise a computer, then select ‘Account > Authorisations > De-authorise this computer…’ and follow the onscreen instructions. You can check how many computers you’ve authorised, by navigating to ‘Account > View My Account…’ and taking a look at the ‘Computer authorisations’ section.
You can authorise up to 5 different computers to use the same iTunes account, which means you can potentially download the contents of your iTunes library to 5 different computers. Once the authorisation is complete, iTunes will display a ‘Computer Authorisation was Successful’ popup.Select ‘Account > Authorisations > Authorise this computer’ from the iTunes toolbar.Before you can download anything from iTunes, you’ll need to authorise your Mac, if you haven’t already: