How can I authorize my PC for Apple Music on Windows 11?

When I try to play my own music on Apple Music on my PC, I get the following message:

[This computer is not authorised.

You must authorise this computer before you can use Apple Music or iTunes Match on this computer.]

I am using my PC laptop with Windows 11. I found the place where I have authorised my computer, but I still get the same error message.

What am I doing wrong?

[Re-Titled by Moderator]