How to download songs into my iPhone?

I connected my iPhone (5) to my MacBook and it's connected with iTunes. Usually, in the older version of iTunes, I would be able to convert YouTube to Mp3 files and drag the downloaded mp3 files to my music under devices of iTunes and the file would be in my phone. Now, when I try to drag it to my phones music library, it doesn't work.

Http://full-version-download-software.blogspot.com/2013/08/spyware-terminator-30082.html