You can move music files you've bought and saved on your devices to other devices you own.
Music apps that share music files from cloud storage usually just share links to the files instead of transferring them between devices. To transfer music files, the music needs to be stored on the device.
To send music files stored on your phone:

Tap the name of the paired device.
During file transfer, you’ll see 
When you receive the Bluetooth notification on your phone, swipe down and tap it, then tap Accept.
During file transfer, you’ll see 
The files are saved in Music/Bluetooth, where music apps will find them. You’re ready to listen!
To move your music from your computer to your phone, connect them with a USB cable and copy the files to your phone’s Music folder.