Some iTunes songs won't sync

Connect your iPhone with the PC, open iTunes.

Click on the Phone icon (in iTunes), then click in that screen under Settings on Music

What does it say there?

Is Sync Music checked or un-checked

Is Entire Music Library selected or "Selected Playlists,artists ..."

Go to one of the songs (that doesn't sync) and Right Click on it and then select from that list : Song Info

Then, click on File:

What does it say under location? A folder on your PC or the iCloud?