Syncing Desktop Library with my Iphone

[fbones24]

I am newly converted to spotify from Rdio but boy is this not as intuitive.  So, I add albums that I like to my "My Music" using the spotify Desktop app on a windows computer.  When I open the Spotify App on my iphone, none of the new music I add appears in "My Music" on my iPhone library.  This means that I have to add all music I want twice, once on the desktop app and once on the iphone.  Is there no way to sync your desktop library with your iphone library?  I see no option or button to "sync?"