Transferring music from MacBook to iPhone.

I feel like this should be an easy answer but also am feeling this is being heavily controlled. How do I transfer music I have on a MacBook that I have not bought from the iTunes store (shock horror, I bought the cd!!!). When I plug my iPhone into my computer it asks if I want to set up as a new iPhone or to restore from a previous back up. The problem here is the back ups are from 2018, so I haven't selected anything. What can I do to get around this so I can listen to my music I bought outside the apple environment? Thank you.