Can I download I tune to my iPhone 4S
You need to explain what you want. The iTunes Store is built into the phone. If you want to download items from iTunes on your computer, you can do that.
I don't understand your question. The iTunes store is built in to the iPhone. The iTunes Music player is built into the iPhone. What is is that you want to download to the phone?
If iTunes isn't available (not on your phone), you either need to restore it as a new iPhone or try restarting it (press home and power button together for 10 seconds then turn device on)
When I got my first iPod touch I had a problem like this
Retrieving data ...