How do I download my iTunes Match library to consolidate Music libraries?

There is only one library. You can't have multiple librares. If you are subscribed to iTunes Match and have Sync Library turned on in the Music app settings then anything in the iCloud music library is made available on the device or computer being used and anything on the device is then uploaded or matched and added to the iCloud music library.

click here ➜ Use Sync Library with your Apple Music subscription - Apple Support

Basically there should be no reason your iTunes Match library is separate to your local one unless its under a different Apple Account, and then the only way to consolidate this, would be to sign in to the account that holds the iTunes Match library, download the music and then copy it onto whatever other computer or device has your other library.