How to download a song on iTunes on my Mac that I bought on iTunes on my iPhone?

It is just coming up "purchased" on my Mac, usually it comes up the option to download.

I'm signed into my account and have checked my library and the album isn't there.

Plug your phone in to your mac and transfer it, or upload it to iCloud from your phone then download it to your mac, or link both your devices if you haven't already done so, there are a few ways to do this