Can an mp3 file bought on the Internet be put on my iPhone through iCloud?

I bought an orchestral accompaniment mp3 file over the Internet, and it is now in my iTunes library and on iCloud. However, when I try and add it to my iPhone through dragging it from my iTunes library, it either says that because iTunes Match is activated on the device, it can't copy (which I check on the iPhone after turning on iTunes Match, the mp3 file I bought isn't there), or it says that it needs to be downloaded from iCloud into my library, which seems contradictory because it IS in my library! Help?!?!?!