How to download free music on an iPhone 4S?

Basically, I want to know how you can download free music, but without having to use an app and it all stored on the app?
I want to know how to get it onto the actual music thing on my phone, like as if I have downloaded it from iTunes but I didn't?

You can't on your phone but what you can do is any music on your computer can be put onto your iPhone by adding it to the iTunes library on your computer then syncing your phone with it.

As long as you don't move or delete the songs on your computer they will stay on your phone. If you move or delete them on your computer next time you sync your phone they will be deleted.

It is no surprise that the iPhone, which combines a smartphone and MP3 player in one, has taken the market by storm. You can load your iPhone with hours of convenient, on-the-go entertainment by downloading music and transferring all or parts of your library to the phone from your computer. However, downloading music to the phone must be done correctly in order to prevent file loss and ensure the security of your computer.
You can learn How to Download Music to an iPhone reading the following article