how do i download cd music on my iphone

You would have to rip the CDs to iTunes/Music on a computer and then use Apple Music/Match to transfer it via iCloud, or sync directly with your computer.

Apple Music User Guide, macOS Catalina 10.15 > Import songs from CDs into Music on Mac - https://support.apple.com/guide/music/import-songs-from-cds-mus2935/mac

Import songs from CDs into iTunes on Mac - https://support.apple.com/guide/itunes/import-songs-from-cds-itns2935/mac

Sync your iPhone, iPad, or iPod using your computer - https://support.apple.com/HT201253

Directs you to the iTunes method page for Mojave and earlier, or the Finder method page for Catalina and later.