Yes, as Apple DOES indeed advertise on their website that with a membership you can download songs for offline listening.
However they do not explain HOW to do that, and Google isn't really helpful either...
Can anyone explain me how to download songs??
OSX that is...
Once you set up the Apple Music account make sure you turn ON "Show Apple Music" and iCloud Music Library on your iPhone. (Settings/Music to see both switches.)
When you find an album/song/playlist that you like you first hit the + sign for an album or playlist or for an individual song you hit the three dots and then tap the + sign. What that + sign does is add the particular item to your iCloud Music Library. You can then go to My Music and the selected items will be there for streaming.
If you also want to download them to your iPhone for offline listening, you will see that the + sign is now a little cloud with a down pointing arrow. That is the new way to download music.
What the previous poster was mentioning is that if you cancel your Apple Music Subscription (either by allowing the trial to expire or not paying for it), you will lose access to all the songs you downloaded from Apple Music.