How to make iTunes do this again?

I got a new computer and downloaded the newest update of iTunes.
However, my iTunes library has every song I have ever had on my previous iPods (ones from many years ago that I had deleted off of my iPhone) because of iCloud.
On my other laptop, I could drag the music file from my iTunes library onto my iPhone because my iPhone wasn't "connected" to that iTunes, so I couldn't actually sync it directly, but on this one I can't.
What setting is this? Or what can I do to have it be the same like on my old laptop?

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