The digital file is in mp3 format. At the moment with current technology, mp3 files cannot be downloaded and played straight from iPhone and other smartphones.
If you purchase the digital download, the files will have to be downloaded from a PC or laptop, then it needs to be sync-ed with iTunes to your iPhone.
Although this is more technical issue which related to the device, there is this article from Apple which can be used for your reference.
For Android, please find the article to download the .mp3 files to your Android devices: