Unfortunately, iTunes does not allow music from another source to be pulled directly into their library from a mobile device. You must download it to a computer first and then upload it into iTunes. Also, mobile devices are not able to extract zip files without using another application nor are they capable of saving non-Apple files. iTunes is a very closely held company. They are not exactly happy with you using another music source so they don’t play well with others. So no, you do have to use a computer.