You don't really 'copy songs to iTunes'...if you drag and drop your files to iTunes, all it does is tell iTunes where to find those files.
Now for the bad news...unless you have the new beta version (4.13.x)...
deleting files from the LW library will delete them right off of your computer! Don't do this...here's a link that may help:
Deleting files from LW library - DON'T!
Good Luck
Dano