Used Air Drop to move a folder with mp3 files in it to my phone. Where are they now?
You can add a 3rd party app that supports mp3 playback to the iOS device and if they support AirDrop you will get a prompt after AirDrop of mp3 from computer to iOS device asking which program to open the mp3.  My prompts include iMovie, Evernote and Google Drive.  I use Evernote.  This does not put it in iOS iTunes.  But I'm not always near the computer that hosts my main iTunes and I use Evernote for the immediate need and then add to iTunes from Evernote on the iTunes main host when the opportunity arises.