You CANNOT save an MP3 directly to iPhone.

First download the MP3 file to your desktop computer or laptop.

If you do not have the downoad link, email it to yourself, then access it on your desktop computer or laptop.

Using your desktop computer or laptop, click on the download link and save it.

You can then play it locally, or import it into iTunes following the steps below.

Download the MP3 to your desktop computer.

Open iTunes.

Mac: From the File menu, choose Add to Library.

Windows: From the File menu, choose Add File to Library.

Navigate to and select the file or folder that you want to add.

For additional help visit: http://support.apple.com/en-us/HT1473

In Chrome, keep your finger pressed on the download link, and you will see an option Save Link. Your MP3 should be saved in the Downloads folder.