Get audio files from onedrive onto iphone

I have a large number of audio files in a folder on my onedrive that I want to listen to on my iphone. I have the onedrive app installed, I can see a way to listen to individual files, but what I want to do, is get all of them onto the phone so that I can listen to them as a playlist. How can I do this?

Download Microsoft Groove from the iTunes Store.

Groove brings you all the music you love, every way you want it.

OneDrive
• Add your MP3s to OneDrive and play them wherever you go
• Download playlists, albums and songs from OneDrive to enjoy your favourites even when you're off the grid
• See at a glance what's available where (online, offline, both)

Music Pass
• Discover new songs, albums and artists right from your iPhone
• Play ad-free music from one of the biggest music catalogues on the planet
• Add songs, albums and playlists to your Groove music collection and access them from your phone, Xbox, PC, tablet and the web
• Listen to radio stations based on your favourite artists

You can do this. You have to use One Drive on your PC and also install iTunes on your PC. Then you simply import the songs from One Drine into iTunes. Then sync your iTunes play list with your iOS device.

I know this is an old question, but have you tried the app CloudBeats? It will take a lot of memory if you have an extensive amount of music on the cloud as it creates a sub-list on the device. But this makes the music searchable, and making playlists is easy and a generalized shuffle is allowed for either the whole playlist of songs or by album/playlist. I use it myself and find it works well.

There is an ability to download and play offline but only through the dedicated player.