Apple Devices app not synching music in my Apple Music library to my iPhone 15 pro

I have followed all the steps in this guide Sync music between your Windows device and iPhone, iPad or iPod – Apple Support (UK)

But it hasn’t worked. I get the same screens in Apple Devices as it shows in the help, but all my songs that I copied from bought CDs will just not transfer to my phone. It was working last time I tried with iTunes, but that seems to be only for podcasts now. I am not paying for Apple Music.