To my knowledge the windows version of LW does not allow auto-importing of songs directly to iTunes (like the mac osx version does.) You may need to manually import them to iTunes. See either or both: http://www.apple.com/support/itunes/...ial/index.html
& also http://www.kapsi.de/files/itunes.html

So there's many techniques to get your songs into iTunes. You can also just drag & drop them onto iTunes. iTunes will then add them to its own library, & orgainise them into separte folders depending on artist, album, etc.

To know where your LW dwnld folder is, go to LW's menu Tools>Options>Saving & this will tell you the name, location & path of this folder. If you have LW 4.2 you will find a folder in your LW Library window called 'Saved Files'. Select this & then select any songs that appear to the right of it, then press the Explore button & this folder will open up for you.