Is it possible to add a song on my iTunes Library on the Mac, and sync it to my iPhone through iCloud?
iCloud does not handle music at this time, and likely never will since that content is handled by iTunes, although only for purchased content:



Because purchased content runs through Apple's servers, it's easy on them to just push the newly purchased song to any device connected to the respective Apple ID yet still retain control of the media, so to speak.

As for iCloud on OS X, it only includes a few more features over the Windows version, but none of them deal with music:



I don't doubt they could add the functionality, but it might ruffle feathers (RIAA) and certainly put considerable load on their data centers.