If you have attempted to transfer your iTunes or Apple music and the headphones are not playing the songs this will be due to it not yet being in a compatible format.
In order to transfer your apple music to your headphones, it requires the music files to be in either MP3, WAV, WMA, FLAC, and APE audio formats.
Apple Music files are by default in AAC format which will not play on the headphones directly.
The following links will help convert your apple music files into mp3 format ready to transfer
https://discussions.apple.com/thread/4080078
https://support.apple.com/en-au/HT204310
You can also simply convert AAC or other music formats to MP3 by uploading your music files at the link below
https://cloudconvert.com/aac-to-mp3
Once converted you can proceed with transferring the MP3 files across to the headphones file drive.