Step 1: Launch iTunes, click the menu bar “File” at the top of your computer screen or at the top of the iTunes window, then hover your cursor over “Library” in the dropdown menu, and select “Organize Library” from the secondary menu.
Step 2: Tick the box for “Consolidate Files” in the window that appears and click “OK”.
Step 3: Quit iTunes and connect your external hard drive to your computer using a USB cable.
Step 4: Find your iTunes folder. By default, your iTunes Media folder is in your iTunes folder:
Mac: Finder > username > Music
Windows Vista or later: \Users\username\Music\
Windows XP: \Documents and Settings\username\My Documents\My Music\
Step 5: Transfer them to your MP3 player.
Currently, iTunes music are DRM-free, but Apple Music on iTunes are still DRM-protected. If you want to download Apple Music as mp3 files, please try Apple Music Converter. One of the most popular brand is named Sidify. You can visit its' official website: http://www.sidify.com