How to download a cd to my iphone 4?

Well I've already added the CD to my playlist on itunes but people keep saying it should automatically download to my iphone but it didn't so is there a way i can download it to my iphone on itunes when its already there?

Yes, you can get all the songs in a single album and drag it into you iPhone 4 or make a playlist and put the songs you need and just drag the playlists with the songs you have and just put it in there

I want to download a Spanish (learning) program from cd to my iphone 4, how is that possible?