Can't find my music on my iPhone. New to this

Okay, so I have an iPhone 4, but have never used it to listen to music (except for my Pandora app) Anyhow, so I have the Starbucks app and it gave me a code to redeem a free song on iTunes. So I clicked the link and it said my free song is downloading. I have not been able to find this free song to play it. What do I need to do? I thought it was going to be easy to figure out but perhaps I'm just looking in the wrong place? I went to my apps, went to iTunes, clicked to open that and all I see are a bunch of advertisements to download music… And I can't find the song I got for free. Anyone who gives me directions on how to find it will get the point for this question.

Go into your itunes app scroll down to the bottom of the homepage click where it says redeem code then put in the code on your Starbucks card then it will download then go to your music app and it should be there (you don't listen to music through the itunes app you use the music app)