How to download music from itunes to iphone?

I can't figure out how to sync it

I prefer to set it to manual and just copy / paste back and forth between iphone and itunes.
You can copy music a couple different ways as shown here: http://www.gatorspit.com/tips/itunes-music-copy.html

Download music on itunes store.
Connect your iPhone to computer and wait until it appears.
Choose "music" button and click "sync".
Or you can use another software such as iPod transfer to transfer itunes to iphone