Thanks for the responses, all!

@karl wrote:

 ...It seems as you are not used of running programs from the command
 line. To help you with that, I ask you what system do you use,
 is it MS-Windows, Apple MacOS, Linux or something else ?


You are correct!  I figured out that this means use the "terminal", but I have 
never done that.  MacOS is Monterey.

@Tina Petzel wrote:
...I think texshop even has already an engine for this, you just need to copy
~/Library/TeXShop/Engines/Inactive/LilyPond-Book.engine
to
~/Library/TeXShop/Engines/LilyPond-Book.engine
...
So here is a small example file (with magic comment for TeXShop):

I was able to move the engine and select "lilypond-book" as the engine in 
TeXShop.  I copied and pasted your example, but got compiling errors.

I am going to try reinstalling TeXShop (Mactex) to see if I can get this 
solution to work.


@Werner LEMBERG wrote:
...it is always possible to process your `.ly` files manually with lilypond to 
get PDFs, and you include the PDFs with `\includegraphics` into your LaTeX 
document....

Thanks, Werner.  I am able to do that; I printed a document including 2 
separate Lilypond PDFs with some text in between.  I think this would work well 
for projects like a collection of music, where each piece begins on its own 
dedicated page.

I don't know how well this would work if I make a book with a lot of short 
etudes or exercises where there might be more than one file on a page  
(something like Bartok's Mikrokosmos book 1).

Eventually, I would like to print a textbook with a lot of short musical 
examples, so I don't think the PDF route would work for that.













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