download audio book not in i book?

Recently I downloaded a audio book from I Tunes. It shows in the store that it downloaded, however I can not find it anywhere on my I Phone.I checked I Book, not there. I can not have it in audio app as the id`s are not the same. I plugged the I Phone into my Windows computer,the audio book shows up on my I Tunes there.I wanted to be able to access this audio on my I Phone to listen to while traveling. Any ideas?