How to Use Your iPhone to Find Apps
Download an app with your iPhone.
To download an app to your iPhone, tap the price button near the top of its detail screen. The price button is the gray rectangle that says Free. You may or may not be asked to type your iTunes Store account password before the App Store disappears and the Home screen, where the new app’s icon will reside, appears in its place.
The new icon is slightly dimmed, and appears with a blue progress indicator and the word Loading or Installing.
The app is now on your iPhone, but it isn’t copied to your iTunes library on your Mac or PC until your next sync — unless, of course, you’ve turned on Automatic Downloads. If your iPhone suddenly loses its memory (unlikely) or you delete the app from your iPhone before you sync, that app is gone forever. That’s the bad news.