I've only ever used Apple Music with local content. On iOS the only indication to me that non-local content is even possible is the radio tab at the bottom of the screen.
On MacOS I think it opens to the online home page, but I use it so infrequently I'm not sure. I pretty much only use it to buy music from iTunes.
I've recently tried syncing local content to my phone, but to find that content on the phone is difficult. The phone really wants to show me Apple Music stuff. I have to Library->Downloaded->Songs. Going to Artists or Albums just shows me "Download Music to Listen Offline". I really just don't want to spend the time I previously spent on my iTunes library all over again. I was really just trying to quick&dirty add content. They've made this unnecessarily difficult and I despise them for it.
VLC on iPhone has served me more reliably than Apple Music.