To add music to your iPhone that came from sources other than the iTunes Store, you will need to use iTunes (the programme) on your computer. However, you also need to find out whether you have finalised Audio CDs or computer CDs with music on them. Most people making their own CDs simply add digital files to the disc in MP3 format (which means that the CD will not be recognised as an Audio CD).
If your CDs are not recognised by iTunes (as a CD with music on it), that almost certainly means that it's simply a digital CD with music files on it. There is a significant difference. Use Windows Explorer to look at the files on your discs.
If the music on your CDs is in mp3 format or similar (i.e. it is not an Audio CD), you need to use Windows Explorer to copy the files from your CD to your computer and then use iTunes' menu option File/Add Folder to Library (or File/Add File to Library for a single file).
Once in your Library, you can copy them to the phone as music files.