I downloaded an itunes song and now its not showing up, what do I do?

So I downloaded "The Morning of the Rain" from the show Nashville on iTunes. However now it is not showing up on my iTunes on my computer. But it seems to have downloaded normally onto my actual iPhone. As well in my purchase history the song appears and it is "downloaded" according to iTunes. So I can't redownload it (at least to my knowledge).So I was wondering howI can get the song to appear in my actual iTunes playlist not just on my iPhone.

Using iTunes, SYNC your iPhone with your PC.

Still stuck?

Did you authorize your current computer?