How to put my recently downloaded iTunes songs onto my iPhone?

I recently downloaded some music to put on my iPhone. However, I downloaded the newest version of iTunes and can't seem to figure out how to get these recently downloaded songs into my iTunes library and onto my iPhone. In iTunes, it displays an "On My Device" tab with all of my previous songs. Then, there's a "Settings" tab that shows my recently downloaded songs in the "Music" part. How do I get these newly downloaded songs onto my device?!

It should work as before, plug in the phone into a USB port iTunes will open and sync the phone. If not R click on the song you which to transfer, in the popup window choose send to iphone