When you open the Apple music app on the device does it have any songs in the library? All music from Apple Music and iTunes comes from an interface to that Apple Music app.
Please also verify that you have granted the permission for the Walkout Song app to access your iTunes library.
To access the songs on iCloud, you would need to long tap share them and pick "copy to walkout songs". That would copy the song files internal to the app and they would be visible in the imported files section.