Tracks purchased on Bandcamp show up as 'Downloaded' on Music

There is no need to subscribe to the Apple Music service if you don't want to. Should you wish to, you can create a separate library and choose which devices and libraries sync with the cloud.

When burning a playlist to CD make sure the content is stored locally, doesn't contain DRM, and the total playing time of the list doesn't exceed the capacity of the disc.

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In this context downloaded means there is a copy of the file stored on the computer, as opposed to content that is in the cloud and would be streamed if you asked it to play. It used to be the other way around, with cloud content getting a little cloud symbol as a hint it was in the cloud, while anything downloaded got no icon.

When you are signed into your Apple Account (formerly Apple ID) on any computer or device then Music will show all of your unhidden past purchases automatically, whether downloaded or in the cloud. If you have an iCloud Music Library as part of a subscription to Apple Music or iTunes Match, and enable Sync Library, this is extended so that you have access to your entire iCloud Music Library on demand. New items you add to your computer from CD (ripped) or other sources will be added (matched or uploaded) to your cloud library so they become available to your other devices.

When burning a CD you must use locally stored files (downloaded, not streamed) and they cannot be subscription content from the Apple Music service.

If and when you terminate an Apple Music or iTunes Match subscription you lose access to any content in the cloud, and any items that came from the Apple Music catalog as opposed to your purchases, matched, or uploaded items.

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