As soon as you connect your iPod to your computer it should update with iTunes playlists. If not, you can do it manually (look under iTunes File menu.)
Also see these tutorials: iPod:
http://www.apple.com/support/ipod/tutorial/index.html
iTunes:
http://www.apple.com/support/itunes/...ial/index.html
To import music from an audio cd, go to iTunes Preferences & Importing & set the quality to Custom & set it to 320 kbps before you import the CD songs!