* A 1st iTunes File menu > Add to Library... & select the songs to add. Hold SHIFT key for selecting multiple songs.
* B Drag & drop the songs onto iTunes Library icon above the playlists. This can be via your Saved Files or Shared folders or directly via LW's Library window.
* C Create a Playlist within LW. Save it with a unique name & as an m3u file. Then import that playlist into iTunes. Then go to iTunes menu >Advanced>Consolidate Library. This will copy the actual files to iTunes own library folders.
* D Launch your new songs from LW's Library>Saved Files folder whilst iTunes is your default player. Once iTunes opens it will copy the songs to its music library. But make sure LW's media player is disabled & also, iTunes menu>Preferences>Advanced & Copy files to iTunes Music folder when adding to library option is ticked! LW's menu bar>Tools>Options>Player & uncheck option to disable LW's media player. Setting default audio program

None of these worked. That and the last one made no sense to me (note my first line in OP)