Only mac computers automatically import the songs to iTunes. But follow CreepiestLime's tip. As the LW playlist in iTunes reflects your recently downloaded audio files.

BTW iTunes will not import the same song file twice. If the details (id3 tag, file name, size, etc.) are identical then iTunes won't re-add it. iTunes has a date added option.

Also, you can find out which ones are new if you go to the LW download folder & put the folder into list mode & arrange it by date modified (click the date column heading to arrange by date.) For fast & easy access to access your LW downld folder, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you.