How do I add a classical music album to library with all the movements in order?

How do I add a classical music album to my library with all the movements in order?

You need a computer to do that - either a Mac with the Music app or a PC with iTunes installed on it:

Update to the latest version of iTunes - Apple Support

Then import that album into the music library:

Import songs from CDs into Music on Mac - Apple Support

Import songs from CDs into iTunes on PC - Apple Support

And finally sync the library to your iPhone:

Sync your iPhone, iPad, or iPod using your computer - Apple Support

You need a computer to do that - either a Mac with the Music app or a PC with iTunes installed on it:

Update to the latest version of iTunes - Apple Support

Then import that album into the music library:

Import songs from CDs into Music on Mac - Apple Support

Import songs from CDs into iTunes on PC - Apple Support

And finally sync the library to your iPhone:

Sync your iPhone, iPad, or iPod using your computer - Apple Support