How to play iPhone music from within Catalina?
Your question is a bit unclear but if you want to use your iPhone as an audio input and play music from iPhone using the speaker of MBP then do the following steps: 

Before following the instructions, make sure you’ve got a Lightning USB cable handy (the same one you use to charge your device). You’ll need it to complete the setup process. When you’re ready, follow the step-by-step guide below:


Connect your iPhone to your computer using the USB cable.
On your Mac, open Audio Midi Setup. You’ll find it in Applications > Utilities.
If you don’t see your iPhone listed in the left-hand panel, go to Window > Show iOS Device Browser.
Locate your iPhone in the list of devices and highlight it.
Click on Enable. Your phone will now appear as an input device.


No further steps are required. Any audio you play on your phone (again, except phone calls) will be reproduced on your Mac.



However, to justify my answer (if it doesn't suit your question), iTunes still exists in Mojave. You can sync all your music and can clearly play everything from MBP directly.