For windows, files have never automatically transfered to iTunes. But iTUnes will llist any new downloads you have in a LW Playlist in iTUnes. But the actual files are still in your download folder which you need to add manually to iTUnes.
How to transfer music to my iPod (& iTunes).
Some files on the network are drm .. if they are wma or m4a then they may have been bought online & thus can not be played by other people.
iTunes cannot play or import mp3Pro files. Other types of mp3 yes.