How to star-rate "Apple Music" files in iTunes on OS X
I've had several people ask for help with Apple Music and this has helped them - hopefully it's what you're looking for.

Stars are tracked in your music library - so if you are playing songs from the cloud - it's a bug if you can input stars for tracks that are not part of your actual library.

One you add a song/album to your library - the stars should be there for you to rate things.

Hearts are tracked in the cloud - so you should always be able to use that control whether you are streaming a radio song that's not even in Apple Music for download, streaming Apple Music or playing a song that's in your library due to purchase, rip, or music addition.