Bob wants to know where Windows Media Player stores his music files on his old computer. He has no idea. Leo says you can use the manage file memory command. Ideally, it'll be in the music folder. Then, to start using iTunes, you can add the folder into the iTunes Library. But make sure you check the "let me manage my music" option in iTunes settings. Once that's done, you can connect your phone via USB and then sync. You may also have to convert them to mp3 because your phone won't play WMA files. What's a lot easier is to use iMazing. It'll do it all automatically. But it's $50. It will copy directly to the iPhone though.
Also, using iTunes Match will not only store your music in the cloud but will replace them with high-quality 256kb AAC files. It's $25 a year.