It is a Microsoft store app. That's generally all you get. It isn't like old school iTunes with multiple components stored in different places. If you've already tried uninstalling and reinstalling the app then the issue may be with the library rather than the app. If you rename the existing ..\Music\Apple Music folder then Apple Music should create a new one.
FWIW Apple Music is a poor substitute for iTunes. If you're not already wedded to Apple Music I would suggest removing whichever of Apple Music, Apple Devices, and Apple TV you have installed so that iTunes can work properly again rather than being limited to audiobooks and podcasts.
tt2