Once you have your saved folder open, you can drag & drop songs into iTunes library. Or, in iTunes, you can go file > add file to library, browse for your saved folder & add the files (if you hold down the shift key, you can add multiple files). Or, you can play files with iTunes as your default player & that will add them to the iTunes library. Some people can drag songs from LW's library into the iTunes library. That won't work for me for some reason, I have to add from my saved folder.

Drag & drop doesn't always work for some people either, don't ask me why.

If you look at posts #7, #8 & #9 of the thread I linked to...this is all explained (with screenshots)!