Q: I purchased a song but noticed it doesn't appear in the playlist on my iPhone.  I can see it under 'purchases' but can't play it.  How do I get it onto the playlist?

I bought a song on iTunes but noticed it doesn't appear in my playlist.  It is under 'purchases' but I can't play it and don't know how to move it to my playlist.  I also tried downloading it again but can't.  What should I do?