Cannot download an album to Apple Music for Windows

TI am trying to download an album toApple Music for Windows; it downloads data and can be seen as a directory containing tracks. Problem is that when you try to play a track it then tries to download the files again but never does (first download did not download music files).

Yet it has loaded onto my iPad and I can play as would be expected.

Does anyone know where I can find the correct directory structure for Windows as this looks to me that the download cannot find the directory that it should loaded into?

Help!!