Is there a simple way to download all of my iCloud music onto my phone so I can listen when there is not internet. Without having to individually going into all albums and pressing the cloud symbols?
For music that's yours, and not all the Apple Music? Try going to the iTunes Store app. Press "more" > purchased> Music > all songs> Tap download all in the upper right. This only applies to YOUR music you have purchased.
There should be a download all option in the music app. When you're on your list of songs, is there a red icon at the top right with the ...? Tap that. It should offer to download.