iCloud only syncs my Purchased Music to my iPhone 12 - Need Other Songs for my Zumba Class

I have forgotten to mention, that clicking on the blue linked text will open an Apple help article, explaining in detail how to proceed.

What you will need to do is creating playlists to sync, and then select those playlists, instead of syncing the entire music library:

1. Open the Apple Music app or iTunes.
2. In the menu bar, choose File > New > Playlist.
3. Give your playlist a name.
4. Drag and drop music to your playlist in the sidebar.

Then connect your iPhone to the computer, open iTunes, select the device, just like you do with your iPod:

Then select to sync "Selected playlists..." instead of "Entire music library" in the right side of your iTunes window.

If you selected the option to sync playlists , a new menu will be shown, giving you the option to check the box in front of your created playlist, albums, etc.

After that click on "Apply" to start syncing.

Images copied from: Use iTunes to sync your iPhone, iPad, or iPod with your computer - Apple Support

Creating a playlist is described more detailed in this article:

Create, edit, and delete playlists in iTunes on PC - Apple Support