iTunes Question

I recently started using iTunes with my iPad.  I had bought some music and it all seemed to move fine into my playlist or when i open the desktop iTunes.  EXCEPT one song on a CD I got.  When I go into my iTunes account and look at purchased it’s in there with the other songs I bought (but those all came through fine) how do I get it into the spot I need it so I can listen to it?

Thanks for the help.