Welcome to the Magix Sound Forge discussion forum @Victor-Evaristo
This is not my area of expertise and I'm not sure if it is possible (or legal) to download the audio of a copywrited song from iTunes to your PC. That said, if your soundcard supports recording your soundcard's 'Stereo Mix' (aka, record what you hear), in Windows playback and record sound settings, you can record the stream as it plays back with SF. Some of the Realtec cards have this option, some do not. My Dell desktop and laptop PCs had the setting... both of my old Toshiba Satellite laptops did not.