Anytune should play MP3, AIFF, WAV, MPEG4, AAC (M4A) files and audio from common video formats. The song files must be downloaded to your device and not DRM "protected".
Songs rented through an Apple Music (Spotify, etc) subscriptions are protected and cannot be played.
- Anytune menu > File > Add to Anytune...
- Right-Click on a music file and select Open with Anytune, or
- Drag song files from a folder or directly from iTunes onto a Playlist in Anytune
Anytune should see all songs in your music library even if they are not downloaded (but they do need to be downloaded to play).