Using the web player
1 Go to the Google Play Music web player.
2 Click Menu Music Library.
3 Click Albums or Songs.
4 Hover over the song or album you want to download.
5 Click More Download or Download album.
https://support.google.com/googleplaymusic/answer/1250232?hl=en
Google Play Music is a music and podcast streaming service and online music locker operated by Google. The service was announced on May 10, 2011, and after a six-month, invitation-only beta period, it was publicly launched on November 16, 2011.