If you had music on your old phone that you purchased from some place other than the iTunes Store – e.g., music from your own CDs or from other downloadable music stores – you may need to load it onto your new phone from the master library on your Mac or PC.
On Mojave and earlier, iTunes did just about everything. Since Catalina, the Mac version of iTunes is no more, and you would use the Finder to synchronize content from your Music and TV libraries onto your iPhone.
Sync content between your Mac and iPhone, iPad, or iPod touch - Apple Support