Providing that the songs are in a format that iTunes supports - in LW go tools > options > downloads.
Untick the box to automatically add downloads to iTunes > ok. NOw go back to tools > options > downloads & tick the box to automatically add to iTunes. Sometimes the feature to add files automatically can fail & you need to disable that option & then re-enable it
Otherwise, there are lots of different ways to add files to iTunes - check this thread for more info:
How to transfer music to my iPod (& iTunes)