I saw a post about 6 years ago regarding downloading entire music library through plexamp saying it wasn’t possible, wondered if this has now changed? I don’t see an easy option so I assume not though 
You can only download individual items – e.g. albums, playlists, radios. For items exceeding a certain duration, Plexamp will offer an option to specify a maximum duration to download. IIRC, that’s currently limited to 3 days of music per item (72 hours).
