You might need to downld the extra codec/plug-in perhaps for Winamp but I shouldn't think so. Go to the winamp preferences/settings & enable what support you want for it. You'll see m4a or mp4 listed. Some plug-ins I think are only active if you set them to be active. It's been a little while since I've used it.
iTunes, it's less confusing yes. winamp is a little over-whelming at 1st. iTunes just looks like a normal player & when you add files to it, it saves them into its own music library folder & arranges them by artist>album which is what I like about it. Have a look at the sticky about iTunes at the top of this section. It explains how easy it is to add songs. What the heck, since you're a local, lol
How to transfer music to my iPod (& iTunes)