How to download a song from cloud to your device?

I have the iPhone 4, IOS6 and I want to download a song thats on my cloud but I want it to be on my device not the cloud

Typically the way iCloud works is it restores all the data you've chosen to share with it whenever you set up a new device. It also saves backups of any music or apps you purchased through the app store or itunes.

Any songs that are backed up will have gotten there through iTunes Match. Once you've done that you need to enable syncing across all devices. Open preferences in iTunes, select "Store," and turn on the one or all three of the "Automatic Downloads" selections. You can pick Music, Apps, and Books, Your music should populate across all your devices right away.