How do I transfer purchased Apple Music and iTunes to a new iPhone?

I recently bought a new Apple I7 Iphone to replace an older Apple phone. Xfinity was suppose to transfer all my data but I found that my Apple and I tune music I purchased did not transfer. I took my new phone back to Xfinity and they said I needed to get in touch with Apple to get directions on how to transfer. Can you help or am out of a lot of good music I paid for. Thank you.

[Re-Titled by Moderator]

Original Title: Transfer of Music.