If you have a memory card for the phone Just connect the phone to the PC using the USB cable and the phone will be detected as a mass storage device and will be listed as a "Removeable Disk" in my computer after that just browse the phone and copy the songs to the MUSIC folder.
If the folder isn't there than create one!

BUT if you dont have a memory card than you'll need to download / buy the phone pc sync software from the manufacturers / service providers website!
----------------------------------------

When the songs are saved on the phone then open the same folder on the phone and you can play them from there OR you can open the music player on the phone and create a playlist from these songs!