You can access the music you purchased from Amazon in iTunes by downloading them to a computer. Once downloaded you can add them to the iTunes library. You can either right click on the downloaded songs and select Export to iTunes. Alternatively in iTunes menu click Add File to Library, navigate to the saved songs, select them and click confirm.
If you'd like you can also set a preference in Amazon Music to automatically export all downloads. Click the menu button, select Preferences > Export Downloads to > iTunes.