Switched from PC to Mac and music doesn't show up

I owned a lot of CDs, and I imported them all into iTunes before I sold them on eBay. Then I realized that I didn't have an Apple ID (since I was a PC user), so I made one and all the music showed up in the iTunes on my PC. I recently bought a MacBook Pro and when I first started it, I skipped the Apple ID login steps. I logged in after my Mac was set up, and none of my music shows up. Do I need to transfer my information? (I skipped that step in Setup.) If I do, how do I do it? If not, what do I need to do to get my music to show up?
EDIT: Also, I have music on my iPhone, and when I connect it, the music is on iTunes, but once I disconnect it, the music is all gone.

You will have to back up your itunes library from your old Pc and put it on your macbook. Link below explains as I am no expert. If you search apple site it does come up with some helpful info on your question.

How can I transfer my itunes library to a Mac? - Apple Store (UK)

I have to point out that under US law, what you have done is illegal so I don't think we can further help you with this matter. You're not allowed to retain a digital copy of music you no longer own on CD.

The good news is that you can "make this right" for a mere $25 by signing up for iTunes Match. It will replace your self-pirated music with legit copies from the iTunes Store (where it can match them) and pay the artists for the music you stole when you re-sold the CDs. You only need subscribe for one year, you keep the replaced music even if the subscription lapses.

(and yes blah blah blah it was my music I paid for it blah blah. Don't look at me, I didn't make the law, but this site adheres to US copyright law even if you're not in the US).

@chas_m I didn't know it was illegal, so thanks!