You will get a link to download a zip file to your computer. Your internet browser should un-zip the file into a folder with separate mp3 files for each song and the booklet in pdf form. You should then drag the folder into iTunes or your music player.
You CAN NOT download the files directly to your iPhone. Only Apple can do that.
You can plug your iPhone into your computer and then transfer the files into your phone.
If you have any questions email them to the link at the bottom of the page.
Mahalo and sorry for the confusion!