How to get a CD onto my iPhone?

I got a new cd as a gift and I imported it on iTunes but when I sync my phone it doesn't show up. I know its possible because I had a cd on it before but somehow it got deleted. This is really frustrating me so your help would be much appreciated!
oh yea btw my computer is an HP envy and it uses windows (I have no idea weather that would effect anything or not but I thought you may need to know)

This is definitely possible and easy. I can do it but not sure if I can in words.
So once you upload the CD to Itunes,
put the songs from the cd into a playlist,
plug in your iphone to the computer or laptop,
once its in click on the iphone device button in itunes,
go to the music tab at the top center,
and check the box for the playlist with the songs from the cd,
then press sync and after it syncs look on your phone to see if its in your music.
That should work hope I helped.