What happens to my Music ownership when I join Apple Music?

I own 90+% of my music and have for many years and used to do whatever I wanted with it, play, it, burn it,, whatever when it was all on iTunes. I joined Apple Music expressly to be able to play my music from my phone and be able to practice singing with my singing tracks in my car without the need of a cd. But now that I use Apple Music and I still might need to burn a cd to use at church or whatever, I can't do it because Apple says it's not mine anymore. Do I need to unjoin Apple Music to be able to go back to where I once was? Is it as simple as that, just sign out and go back to iTunes and the benefits of owning the MUSIC I once enjoyed? I use Windows 10 for iTunes.

[Re-Titled by Moderator]