1st add it to iTunes, then connect your iPod. Instructions in the
Sticky at the top of this section. That's what Stickies are for to answer popular questions.
How to transfer music to my iPod (& iTunes) I would highly recommend using 'manual' updating of your iPod. BTW I would ignore the LW playlist you see in iTunes. That is simply a playlist & the songs don't yet exist in your iTunes library which is what you require!