I have an iPhone syncing question and I already tried to use the search feature.

I just set up my iTunes on a new computer. (Windows.)Everything seemed fine and dandy. I went on iTunes and bought an audio book that plays fine on my computer but it won’t sync with my iPhone. I click on file and everything is in bold except the “sync” tab.
I know I’m not real computer savvy, but I am not completely illiterate and I can’t for the life of me figure out why it won’t let me sync it. I would like to have the audio book for the car, not just the computer.