ITUNES HELP

Hi there. I have already ticked "Share iTunes Library XML with other applications". Three of my songs out of all them are appearing in rekordbox and they have the red circle with diagonal cross through it. I understand FAQ's says that this is because  it's on the cloud not my PC but how do I even do that?? I have been fiddling with it for days getting what seems half a step forward towards solving it. Please please help thank you!