How do I change the location of the Music folder on macOS? How can I change the location of the Music folder from /Users/Me/Music to an external drive, so that iTunes saves its stuff there? 

This is so that I can access the XML file that you can create from iTunes for Windows programs to use. And yes, I know that the file paths are not the same, but it will still be helpful.
You can set the folder iTunes uses directly in iTunes -> Preferences: