How to transfer voice memos to iPhone?

[AeroZ]

Hi!

So I got a voice memo from another iPhone and I'd like to get it onto my iPhone. I added the file to iTunes and changed the media type to "Voice Memo".
I got iCloud Music Library enabled so it wouldn't upload it to iCloud. There's an "Add to Device -> My iPhone" option by right clicking on the voice memo but it seems that nothing happens when I select that.

Am I missing something or how can I do this?

Thanks!