Can't transfer music from PC to iTunes

Hi, for some reason I can't transfer music downloaded on my PC into iTunes library (and later on to my iPhone...). I have my iCloud Music Library turned on and I can't sync music. I've already done this a few times before (when I already had Apple Music subscription) but now I just can't transfer the specific song I want too (to create an iMovie film with this song, something which isn't possible on songs from Apple Music)