Difficulty transferring music from CD onto iPhone with Apple Music enabled

Hi, I use Apple Music, and I have my iCloud Music Library enabled on both my iPhone and my Mac, but iTunes won't allow me to copy a CD that I've downloaded onto iTunes onto my iPhone, and the CD hasn't automatically downloaded onto my phone, either. The message I'm given when I try to drag the content from my iTunes library onto my phone is: 'Some of the files were not copied to the iPhone because iCloud Music Library is enabled on this iPhone'. This particular album isn't on iTunes, as it is no longer in circulation, and can only be bought as a CD, second-hand. Is there a way for me to get this music onto my phone? Thanks in advance.