Here are instructions for downloading your music from the website. It includes how to get it into iTunes:
Once your order is complete, you will find your downloads in My Account / Digital Products. Simply click on the download icon next to your product. If prompted “Open” or “Save,” choose “Save.”
After the file has completed downloading, you can double click or right click on the file to open it. You may need to extract the files once the download is complete. You can look for the button that says “Extract” or “Extract All,” then follow your extraction program’s prompts.
After files are downloaded and extracted you can sync the music to your device, transfer into iTunes (click and drag the files) or burn a CD.