How to enable iCloud music or link Apple music to my account on macOS Catalina?

Solution 1:

It's actually more a feature of iTunes Match which is included in Apple Music but can also be purchased separately.

iTunes Match gives you access to all of your music on all of your devices, even songs that you've imported from other sources such as CDs.

(source)

Solution 2:

It is a feature of Apple Music and you need a subscription to it to use it.