By any chance do you mean, "Add music from the Apple Music subscription service to my iPhone by connecting my iPhone to my Mac?"
The answer to that is, "No." The Apple Music subscription service uses the cloud for syncing. There's not a way to copy a downloaded song from one device to another. With the subscription service you're just renting the music, copying is not allowed. If you feel the need to actually download the songs (which is pretty pointless on a desktop computer with a good internet connection), the decision to download is made on each device (downloaded to iPhone for offline listening, not downloaded to Mac because you can just click the play button to stream it).