To be honest, you cannot directly play Apple Music on MP3 players. Because of the Digital Rights Management (DRM) restriction, downloads from Apple Music are encrypted in M4P or AAC formats as well as restricted to playing back on Apple’s authorized apps like the Apple Music app and iTunes. But I can remove DRM using ViWizard Audio Converter. Then I can download it offline and put it on my device.
Actually, it is not a difficult problem. You can try TunesKit Audio Capture. I often download music from Apple music so that I can listen to my favorite music on my MP3 player which allows me enjoy music offline. If you are interested in it and desire to enjoy your Apple Music on your Mp3 player, you can refer to this article: Download Apple Music to MP3 Player. Hope this suggestion can help you.