Welcome to Android Central! Music downloaded using the Google Play Music app isn't normally accessible using file managers. The files are stored in an obscure directory with a coded filename. On some phones, Google Play Music will have an option in its settings to download music to the SD card, but if that option doesn't show up for you, then it isn't possible on your phone. If you want to download music from your Google Play Music library and store it locally on your SD card, then the best way is to download it from Google Play Music on your computer browser, then transfer the files directly to the SD card (unmount the card from the phone, remove it, then insert it into your computer's SD reader).