Please help a moron (me) understand how my iPhone manages music

I just got an iPhone 6. I signed up for - but never really explored - iTunes Match.

All my music shows up on my new phone, but there is a cloud icon next to each song. When I click on the song, it takes a minute or so for the phone to access it.

I have enough space on the phone so I think I just want to store all of the tunes on the phone itself. When I connect it to my PC and open up iTunes to sync, though, it does not load the actual files. It just syncs via the cloud.

Maybe I don’t understand how Match works. Is there a way to ‘load’ all of the songs collectively without clicking on each song?

Thanks!
mmm

iTunes match stores your music “in the cloud.”
When you play a song that is not on your phone, iTunes will download it from the Cloud and put it on your phone. If you have a reasonably fast internet connection (often LTE is faster than WiFi), it will start playing almost instantly, and download as it plays. Once it’s been played, it resides on your phone.

If you want all your music to be pre-loaded to your phone, you should just use iTunes and sync it - you can specify which songs to load onto the phone when you do.

Thank you, Beowulff.

Since I have plenty of space I’m just going to load the songs directly into the phone.

Just for my own understanding, though: with Match, if you select a song to play, it is temporarily downloaded from the cloud. Then, once it is done playing, it goes away? (not stored permanently on the device?)
mmm

No, it stays on the device until it’s explicitly deleted. It’s a good/bad feature - if there is a song you listen to a lot, it ends up on the device so that you don’t need to re-download it everytime. On the other had, if you listen to a lot of songs, but each one only once, you end up with a lot of music on your phone that you may not want, and have to delete from the phone or by using iTunes.

Note that removing it from the phone doesn’t delete it from the cloud…

Not entirely correct. If space reaches a certain critical point, iTunes Match will delete old songs based on how seldom they’ve been played.