How to put ebooks on an iPhone?

I downloaded some ebooks for free online and I'm wondering how I can put them on my iPhone 4S without using iTunes they're PDF files also

You have to use iTunes because Apple is picky about the ways in which it allows random content (i.e. Not bought at iTunes) onto their devices.

Here are instructions for adding PDF files to iPad or iPhone
http://www.iosdoc.com/how-to-add-pdf-files-to-ibooks-for-your-iphone-or-ipad/

You can simply email the PDF or ePub files as attachments to yourself on computer. Then open this email on iPhone, tap on the PDF files, open the PDF or books in iBooks, this will save the files to your iPhone and you can read them later from ibooks on iPhone.