Welcome to Android Central! Are you trying to transfer songs from your Google Play Music library to another music player? If so, then it can be a bit complicated, since there's no direct way to download a music track from Google Play Music directly to your phone such that it can be played by another app. Downloading a music track from Google Play (i.e., "keeping on device") is intended for use only with the Play Music app. If you want to play your Google Play Music tracks on a 3rd party player, you would need to download them to your computer (from either your My Library website for Play Music, or via the Music Manager program), then transfer those music files to your phone's storage.
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