If you mean that it's not showing in the Purchased section for redownloading then check to see if you've hidden it from there : Hide and unhide iTunes Store, App Store, or iBooks Store purchases - Apple Support
But if the album is no longer in the store, or if you've moved countries since buying it, you won't be able to redownload it, you will have to sync it to the phone via your computer's iTunes (assuming that you have a copy of it somewhere)