Official comment
The BEST way to do it is create a backup (File > Library > Backup Library), and during the process you're asked if you want to include the music - select YES.
Then just go and restore that backup (File > Library > Restore Library), it will restore the library and the music will be consolidated into one folder. You'll probably have to delete the files from where they were originally, but everything will be in a new folder location of your selection.