The Euterpe server, web UI and various first-party clients do not track you. They do not collect data about you nor do they allow third parties to do so.
If the previous statements are too vague then here are some concrete points.
The web UI of the Euterpe server and the Euterpe website do not use any cookies for tracking or collecting data.
First party mobile clients (such as the ones for Android, iOS and Linux) do not collect or send any information about you or your device.
Desktop applications (such as the Linux GTK client) do not collect any information about you or your computer.
All Euterpe clients do not communicated with any third parties. They only make requests to their configured Euterpe server.
All communication to third parties which may reveal the fact that you’re using Euterpe are strictly opt-in. Things such as the cover art and artist search.