Transferring music

Nope.

You can re-download any purchased music from the iTunes Store at no charge. For other music, you can sync it to the device from the iTunes library on your computer, where it had to come from to begin with.

The music should be in your iTunes library on your computer. You can sync it from there.

You can't do that.

Not because it is a limitation of the phone or iOS but for copyright reasons.