With OSX 10.15 (Catalina), Apple have now moved all music from iTunes to AppleMusic. As such ProSelect's access to the iTunes music library no longer works.

However, you can still manually add music tracks into ProSelect's Setup Music window by either:

(a) Dragging a music track from a Finder window into the Tracks in Music Group list.

(b) Clicking on the Music File button and selecting the music track from the Select File window.

To use any music in ProSelect, it must be a supported file type and be "unprotected". See this KnowelgeBase article: Understanding Music File Types with ProSelect for which music file types can be used in ProSelect.

If you have an Apple Music subscription, you generally cannot use any of this music in ProSelect because the music is DRM protected.