Apple Services
How do I register for and access Apple services such as iTunes if my country is not listed
iPhone 6, iOS 8
If there isn't currently an iTunes store in your country then unfortunately you can't - you won't be able to use another country's store as you have to be in a country (and have a billing address in that country) to use it.
For music, are there other music purchase sites that you have access to in your country ? Or you can copy your own CDs via your computer's iTunes and sync them to your phone.