TL;DR: Apple Music for Windows is not scriptable. There is no public API.
To the following questions:
Is there some API for Apple Music for Windows?
Will there be some API?
And if so, where can I find the documentation?
Apple code level support gave me this answer:
We have reviewed your request and have concluded that there is no supported way to achieve the desired functionality given the currently shipping system configurations.
If you would like for Apple to consider adding support for such features, please submit your suggestion request via Feedback Assistant (https://feedbackassistant.apple.com). For more information on Feedback Assistant, please visit https://developer.apple.com/bug-reporting.