Backing up music in ICloud, Transferring music between my PC and my IPhone

I have been copying CD's onto my PC. I was under the impression that these were being backed up to ICloud, but I'm not sure. When I connect my phone to the PC to do a back-up, I get a message telling me that I should first back up before I move ahead with transferring data between the phone and the PC. How do I ensure that the CD's I copy on my PC are backed up to the cloud so that they will then back up to my IPhone? (I hope this is the correct forum for this question; I looked around and this seems like the most likely place, but I'm a tad unsure of that.)

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#1 iCloud only support for apple purchase.

Hi broadwaydon
iCloud backup is a apple service who only allow to keep apple purchase and do not support 3rd party sources.
in your cace the CDs who you been coping to the Mac are 3rd party and do not apply to iCloud backup,
Probably you are confuse why? because you never mention above [iTunes] and the only way to Sync//
transfer Music, tones, and all kind of media is using iTunes,
iTunes is the apple software who allow Sync// transfer some media to the iOS devices not matter where are from, CDs, flash drive, Sd card, download from internet etc.
I hope all the media that you have been copying CD's onto my PC, was saved on iTunes.
I wrote this comment talking about Mac cause the post is under Mac XX but you mention some times about PC however apply for Windows as well.
regarding to this question, connect my phone to the PC to do a back-up, I get a message telling me that I should first back up before I move ahead with transferring data between the phone and the PC
First it all you have to do is transferring all the purchase from iOS device to iTunes
follow this steps
1 plug your iOS device to the Mac // PC
2 wait until iTunes recognize the device
3 go to apple menu
VO m, VO right arrow twice, under file click down arrow until find devices, right arrow and select transfer purchase
if you never has been Sync before to this computer will ask for your apple ID and do the process authorize this computer and more,
4 do Sync and backup as well , using the same process mention above
VO m, VO right arrow twice, under file down arrow until find devices, right arrow and click Sync
s now ready to transfer the music from iTunes to your iPhone.
select iPhone
do VO right arrow until reach for playlist table interact with and do VO down arrow until find Music, stop interact with the table and do VO left arrow once, interact with this item and do VO right arrow select your preference Sync all music from iTunes library or select music and later once you have been selecting in cace album by album or etc only look for apply or sync button.