How do I cancel my Apple music subscription?!

How exactly are you downloading tracks? From where? What do you do, to download these tracks?

If there is no subscription for Apple Music in the iPhone's settings app, then it means the subscription either does not exist, or is not linked to the Apple ID currently signed into the iPhone at least.

click here ➜ If you want to cancel a subscription from Apple - Apple Support

Do you have another Apple Account you used with a previous device perhaps?

ChloeG93 wrote:

Thank you. I will click the three dots in the song and press add to library, then download.

I haven’t changed my Apple ID but I have changed my phone - I’ll see if I can cancel on my old device. Thanks!

Thanks, yes, that generally means you have an active Music subscription, it should be listed in your accounts subscriptions by following the steps here click here ➜ If you want to cancel a subscription from Apple - Apple Support

Are you part of a Family sharing group perhaps? If so, and the organizer is subscribed to the Apple Music Family Plan or Apple One Family or Premiere, then you will have access to the Apple Music subscription.