I have an iPhone 4S.  How do I transfer music that I downloaded on my desktop to my iPhone?

I have an iPhone 4S.  I downloaded music to my laptop computer and it is downloaded in iTunes on my laptop.  I also have iTunes on my iPhone 4S, but my downloaded cd's do not appear on my iPhone in iTunes, and I don't know how to synch up, transfer, or link music such as the cd's I download to my laptop and get this music onto my iPhone. I can't find any buttonology on the website or in iTunes to get this accomplished.
How is this done?
Thank you!

It's not a webpage.... It's in iTunes:
If you continue to have difficulty learing to use your iPhone and iTunes post in the Using iPhone and/or iTunes for Windows forums. This is the forum for iTunes Match.

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