How to import music from iTunes to my iPhone?

I got a CD, but I wanted the music on my CD to also be on my iPhone. I followed the intstructions on iTunes for importing music from the CD to iTunes, and when I tried to put it onto my iPhone it wouldnt work. I tried following more instructions from the website but its not working.

Same steps, even though it says for ipod:
http://support.apple.com/.../kb/ht1351

My first question is is the music showing in the iTunes Library? If not, it didn't load properly. I've had to drag individual song files from CDs to iTunes. Open iTunes, open the CD, drag the music files tothe iTunes library in the upper left corner of the open iTunes window. You should see it import the files and as they are added, the names in the iTunes list will darken.

Once you know they are in iTunes, sync your phone to the computer and they should move over. Be advised: If you have any songs on your phone that are NOT in the iTunes library, you will lose them as iTunes will replace all music on the phone with the music in the iTunes library. It will also do the same with the apps, pictures, videos, etc. On your phone. Syncing replaces everything on the phone with what is in the iTunes library.