If you have a PC running Windows 8 or Windows 7 or a Mac, you can copy your iTunes music to your phone using the Windows Phone app. If you're using Windows Vista or Windows XP, you can move your music using Windows Explorer. Note: Whether you use the Windows Phone app or Windows Explorer, you'll only be able to copy music files that aren't protected with digital rights management (DRM).

More detail at “Copy my iTunes music to my phone” and “Move music, photos, and videos between my computer and my phone”.