Can anyone tell me if how or if it is even possible to take a purchased song from Amazon Cloud Player and put it in my iTunes library?
in settings there is option: "Your MP3 purchases made on this computer will be
automatically downloaded from Amazon Cloud Drive," which should be checked. That
action will prompt: "This setting is unique to each of your computers and must be
set from Your Account > Your Amazon MP3 Settings from each computer. This
setting can also be set for your Android device."
Troubleshooting MP3 Downloads
To install the Amazon MP3 Downloader:
Visit the Amazon
MP3 Downloader install page.
Click the Download Now button for your operating system.
(Your OS should be detected automatically.)
Follow the "Detailed Installation Instructions" on the Amazon MP3 Downloader
I haven't tested Amazon Cloud yet but from what I know the music is accessed and played using an web application (Amazon Cloud Player in your browser).
The only way to add them to iTunes would be to download them via the Amazon MP3 Downloader, store them locally on your Mac and add them to iTunes whereat the storing and adding to iTunes can be done automatically by the downloader.
Directly accessing the Cloud Storage doesn't seem to be possible at this time.