How to download songs to my music library?

So recently I pre-ordered Katy Perry's album Prism, and a song from the album came out today called Dark Horse. I go to iTunes and I click on the song Dark Horse but it doesn't appear on my music Library, the only thing written beside the song is "PURCHASED".So how can I listen to the full song from my Music Library? Do I have to download it or anything? (I tired doing that but I failed)

Ps: all of this happened on my iPhone 5, not the laptop.

Go to your purchased songs where the file is and push play icon.