Note: If you haven't signed up iTunes Match or you don't have Apple Music subscription, you won't see such an option. All you need to do is to turn on the option from your devices.
It enables users to sync music between all Apple devices including iOS, Macbook, Windows computers with iTunes. One of the big features of Apple Music for subscribers is the iCloud.
How to Sync Apple Music Playlists to Mac Turn on iCloud Music Library with Apple Music
