Music played by an app isn't stored in the app, it's stored in Android's storage. So what you do is ... nothing, it's already done. (If you're playing music that's stored in the cloud, how you download it to the phone depends on where it's stored, but unless it's DRM-protected, there's some way, on the web access for the cloud account, to download it. (DRM-protection would prevent that, making the answer to your question "it can't be done". That would be with some music you purchased from Google. Any music you (think you) put "into" Google Music is either in your Google cloud account or on your phone.