How To Add Songs From Apple Music To A Newly Created Itunes Library on Win 11 PC

I have just created a brand new and empty Itunes Library, and signed up for a free trial of Apple Music. I want to have this particular library be confined to only Apple Music. When I select a song in the "Browse" tab of Apple Music, and click on the ... dropdown menu, I only see an option to "add To Playlist". This Apple tutorial shows a different method:

However, I do not see this option within the Apple Music app. I would simply like to add the song to the library and create playlists later on. Can you help me with this?

Also, I would like to be able to use the same playlists on my PC on my iphone for listening either online or offline, but I do not want the Apple Music itunes library to migrate with my itunes library containing purchased music. I have this setting applied in the new library:

Are there any other settings that should be applied here?

Thank you ... JWarner